they weren't a threat to morrowind, Daggerfall or in Arena but they were still there and in variety. me thinks people saying Oblivion is the reason there aren't any Daedra REALLY need to go read the Lore again
There were daedras in Morrowind because that place is use to worship the Daedra Lords all time. Daggerfall wise, ya have to be high level for them to even show up and even then, its like 1 out 100, which ancient vampire and lich being in the same leveled list. Arena is already moot as the starting point and consider high tier monster list.
The thing about this is that there already been 2 games that deal with these Daedria Invasion (Battlespire and Oblivion). Oblivion just make sure that they cannot go to Mundus that easily anymore then they did in teh past.
And beside, we need something else in their place in the conflict and I am glad it isn't a Daedra theme again.