I haven't played MW in a long time, but wasn't there a quest given by Moag Bal to go kill his daughter (winged twilight) for messing around with a lesser daedra (storm atronauch)?
Further, the offspring of Vehk and Molag Bal don't have to be literal offspring. IIRC, some on the lore forum believe they created dangerous concepts as their "children," which had to be slain in a metaphorical sense.
And besides, @ Bubo, who's to say that the Daedra can't create offspring? The phrase, "The Daedra can't create" is a relatively novice guideline to distinguish them from the Aedra, who created via the convention. The Daedra could easily harvest Aetherial refuse and excess creatia to create offspring, just as they harvested Aetherial refuse to create their own realms as laid out in the (IIRC) Nu-Mantia Intercept.