Forsaken didnt too. Its just a temporary alliance, when F and BE get power they will leave the Horde. Plus Forsaken joined the Horde, because Earthen Circle talled Thrall to let them join(he was against them).
I think that Thrall really returns the Horde to its promal stage(peacefull nations), as they were 40 years ago(can you imagine? it happened only 40 years ago!). He thinks that destroing Alliance like the Old, corrupted Horde did, is bonding the Horde to the demons. They are free! Mostly. One of the reasons why Alliance hates the Horde, are Forsaken and Blood Elves. And the incident with Royal Apothecaries and the New Plague, made the Alliance(at least human part of it)hate the Horde even more.