Because Dalaran has always been pragmatic rather than strictly loyal. After the second war they tried to cure the Orcs of their blood curse rather than imprison them and Lordaeron told them no.
Dalaran realized it needed help from the Horde in WOTLK and in Legion, so it offers assistance to them and accepts their help. But again, the Forsaken picked on the Kirin Tor several years ago in Vanilla, BC, and Cataclysm. The Kirin Tor are pragmatic but favor Alliance for obvious reasons. For one, there hasn’t been an Alliance member state that has killed several people from their order in the past.