He doesn't have the biggest assortment. Daedric Princes use each others lesser Daedra a lot. Scamps will serve pretty much anyone, including mortals, sometimes. As Shadow28 pointed out, some of the ones we saw in the Deadlands belonged to other Daedric Princes.
It would be a TON of work though to include completely new textures and meshes and everything just for a quest or two in a new realm of Oblivion.
Also, from the descriptions, Peryite's realm sounds A LOT like the Deadlands, so I was willing to forgive that. Boethia's doesn't though.
And some Daedra, like Clannfear, are believed to be unassigned, if you will, with no allegiaence to any particular Prince, but found in "the wild" throughout many planes of Oblivion.
I MOST DESIRE TO SEE THE LESSER DAEDRA ALLIED TO SANGUINE!!!
I also am very fond of The Dremora, The Aureal and The Mazkan. The Dremora were not always aligned with Dagon, and it is implied that the Aureal and Mazkan have not always served Sheogorath, but the details of when, where and how various lesser Daedra made the pacts which brought them into the service and protection of the Princes is uncertain. Maybe more will be revealed in the more obscure reaches of Skyrim sidequests. I would imagine that one will likely find more Daedra in the parts of Skyrim that border Morrowind and Highrock, where Magicka, Sorcery and Daedric Cults are far more common.