I think also, whereas Ahriman or Typhus are woven into the fabric of 40k, Sahaal was an esoteric bit of lore from an old novel.
Sahaal began life in much the same way these other characters did, someone wrote him in a story. The difference is that his story was a novel, not part of a codex. However, calling the only novel about the Night Lords an "esoteric bit of lore" is a bit of a stretch.
It must be so confining, writing 30k, knowing that you have to include characters and trying to think of reasons to keep them around. With Sevatar, ADB has a character he can kill off at anytime, perform acts of heroism or infamy, or be as vague as he likes about his ultimate fate. With Sahaal anything ADB could have done would have been "wrong" to someone. It's hard to write a character that has to end up vilified by his legion but also remain in the most respected position right through until 40k.
1) Actually, the mere existence of Sahaal forces Sevatar to die. Sevatar is First Captain at the start of the Heresy but Sahaal has taken his place by the end.
2) Some people might well have been upset by any portrayal of Sahaal however some people are upset about his absence. Kind of a lose-lose.
3) Sahaal isn't necessarily vilified or respected by his Legion in Lord of the Night
, or even in Soul Hunter
. He is vilified by Krieg and Talos but neither of their opinions is necessarily reflective of the Legion. Sahaal's relationship with his Legion is actually left pretty vague and could easily have been explored.
4) ADB used Kharn as a POV character. If he was afraid of using 'established' characters in his stories I doubt he would've done so. Further it shows that using 'other peoples' characters can be just as effective as creating your own.