I think the key thing is that ADB gave his own Night Lords the same treatement; In Soul Hunter we (or at least I) get a glimpse of Talos; the last noble thinker in a legion of scum. Cyrion, a cheery (for a Night Lord) warrior who is likeable because he is the comedian of the group. Xarl, the cold measured Psychopath, who is loyal to the bone with zero illusions of grandeur. Mercutian, the quiet new guy, and Uzas... the nutcase, the monster, the fool. Yet by the end of Void Stalker, we realise that virtually no one shared Talos's beliefs, he does some pretty monstrous things by this point too, shattering some of that "nobility" I thought he had. Cyrion was a depraved coward, the worst of all of them, Xarl was right to hate him all along. Uzas, just as loyal to Talos as anyone, but hopelessly lost, isolated and hated by his only brothers, I bloody loved Uzas. Only Mercutian and Xarl proved to be the men they said they were. Xarl was the one with the most realistic view of the legion by the end.
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. 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. If it weren't for his inclusion in 40k I think Kor Phaeron should have been killed off by now, as the only way to keep him around at the moment was a the bumbling villian who reveals his plan and his thwarted at the last second, over and over.
The great thing will the NL trilogy was that anyone could die and we weren't tied to these Codex Special characters who have plot armour that can't ever be beaten. Leaving Sahaal's fate a mystery stayed true to Lord of Night whilst allowing for a very different interpretation of the Night Lords.
I hope Sahaal gets a mention at some point in HH but i think ADBs comments were more directed at his own trilogy. There is nothing to stop another author using Sahaal as an antagonist somwhere along the lines.