The Burning Legion is terrifying.
Let's break it down. First and foremost, we have beings of chaos who are tied to the Twisting Nether. The Nether is a realm of unending disparity, a borderland between the Light and the Void, with limitless potential that tears itself apart. It might be shocking to realize that the source of Fel magic contains both Void (which we all think of as pretty pure evil) and Light (which we think of as pure good) but I think that the nature of Fel magic and demons is not one that is necessarily consciously evil - it's consciously destructive. Allowing things to remain Void would not sate the Fel's desire for rapid, unpredictable change.
Which means that demons, in the Warcraft universe, are more than anything interested in tearing things down, and never being satisfied with what has been built up in its place.
Keep that in mind.
Demons don't really exist within our universe. Even when we fight them, even when they kill our people, it isn't really "them" there. They have bodies, but their demonic souls are at the very most temporarily housed in those bodies, and it's more likely the souls never leave the Twisting Nether at all, their demonic bodies are controlled remotely. This is why you can kill a demon over and over again at they will keep coming.
Demons are mostly, or possibly all, corrupted versions of races that once were humanoids, beasts, or possibly elementals. We've seen Eredar and Night Elves who have become demons (Man'ari Eredar and Satyrs, respectively,) and we've seen other races approach total demonic corruption, such as Orcs and Blood Elves.
In the Paladin class hall campaign, players encounter and wind up recruiting Lothraxion, an officer of the Army of the Light who appears to be a holy Nathrezim (aka Dreadlord.) Lothraxion has the cloven hooves and wings of the Nathrezim, but he does not have horns and he radiates a pure holy light.
We know next to nothing about Lothraxion. Some have speculated that he was once a demon but has now been redeemed. I have a different take: The Army of the Light is said to be formed by the survivors of worlds that the Legion conquered or destroyed, who have banded together to fight back. Given that the Legion appears to recruit from its conquered worlds, I suspect that if we were to encounter the main force of the Army of the Light, we would actually find many familiar races - races that we would normally consider demonic. For all we know, the good guys on Argus are composed of Eredruin, Mo'arg, Shivarra, Anihilans, and other creatures who would appear demonic at first, but turn out to be anything but - much as the Draenei first appeared to those who first encountered them on Azeroth.
In fact, the very founder of the Burning Legion was once a different sort of entity. Sargeras was a Titan - a being of Order. The Titans had spent eons fighting the demons before the Legion was created, and it never seemed to be that much of a challenge for them. It took the corruption of Sargeras in order to bring the demons together enough to vanquish the other Titans, and in fact, Sargeras was so unimpressed even in victory that he sought out the Eredar to serve as officers for his demonic army.
Sargeras' stated purpose for the Legion is to purge the universe of anything that could be corrupted by the Void. While it seems pretty hypocritical to fight void corruption with fel corruption, in his eyes, the goal is not to leave behind a corrupted universe but rather to leave behind no universe at all. He wants everything to burn so that the Void Lords have nothing but ashes to corrupt. It's the kind of grand, uncompromising vision that you'd expect a Titan to have, but there are a couple problems with it:
First is that even Sargeras seems to be straying from this vision. In the lore for the Scepter of Sargeras, you find that the eye motif in the center is actually meant to be the Eye of Azeroth. Sargeras had a vision in which the Titan World Soul of Azeroth looked back at him, and his desire seems to be not to destroy Azeroth, but to recruit her to his side (there might even be a romance angle, but these are planet-sized gods, so I wouldn't get hung up on that.) I don't know what he expects Azeroth to do once birthed, but I doubt he has good intentions.
But let's say that Sargeras is removed from the picture - in fact, I think that at least temporarily (but seriously) defeating him has to happen at the end of this expansion. That leaves Archimonde (assuming his defeat in Tanaan Jungle wasn't a permanent one - Mythic raiders beat him in the Twisting Nether, but he corpse falls in the Jungle, so I'm not counting him out) and Kil'Jaeden (likewise him in Tomb of Sargeras, but we don't have the details on that yet) left in charge of the Legion.
Do these two want total destruction? The Eredar were offered infinite knowledge to join the Legion, and while in a way the promise was "once everything's destroyed, there will be nothing left to know" I would guess that these two are pretty happy with their positions of power and would probably be ok with setting up a universe-spanning empire.
Another thing to bear in mind is that the Nathrezim - who were the ones that led Sargeras to the Old Gods and thus proved the unfathomable evil that existed within the universe that made him snap - were in service to the Void at first. While their leader, Ulthalesh, is gone (like a lot of lore figures, he's stuck in an artifact weapon, in this case the Affliction Warlock one,) who's to say that they would remain loyal to the Legion after the death of Sargeras.
Bear in mind that the main reason the demons serve Sargeras is because he knows how to permanently kill them.
We even start to hear some rumblings from Caria Felsoul in the Demon Hunter class campaign that they're already looking at other potential alliances and alignments as paths to power.
And let's return to the core nature of demons - they are beings of chaos. They tear things down.
And over the last several thousand years, what is the most powerful institution in the universe?
The Burning Legion.
If we take out the Dark Titan, I suspect we're going to see the biggest cosmological upheaval in 25,000 years. The Legion is not going to quietly fade away in the absence of its master. It's going to go supernova.