Reasons:
1. Most people will have high level characters by the time a DLC comes out. Since Vigilant of Stendar fights Daedra I can imagine those monsters being up to the challenge.
2. Easy DLC to addon since any oblivion plane would be off the map.
3. They have multiple bases, and are involved in many "random encounters" on the roads, but are not a joinable or interactable faction.
Thoughts?