Sha demons were actually rather unique beings.
The seven special sha demons formed from the scattered energy of the Heart of Y'Shaarj represented Negative Emotions and the Seven Deadly Sins inherent in creatures of flesh and blood. They were not controlled by Y'Shaarj's will; each of the seven sha demons possessed an independent will and mind.
Even so, these seven unique sha demons remained extremely closely connected to the Heart of Y'Shaarj. After all, it was their mother body, so they understood it better than anyone.
And now, the Pride of Sha claimed that as long as he obtained the Heart of Y'Shaarj, he could make the other six sha demons swear loyalty to him as well. That greatly tempted Boss Hu.
Sha demons could not be killed. Boss Hu was very certain of that, because it was not a matter of whether one was strong enough. Even if he burned one to ashes, that did not mean it was truly dead.
As long as mortal races of flesh and blood still harbored all manner of emotions and desires in their hearts, as long as the innate Seven Deadly Sins remained, sha energy and sha demons would never truly be eradicated.
A chaotic nature was the soil from which chaos grew. The Pantheon understood this thoroughly, which was why they had always believed that flesh-born creatures and races represented disorder and chaos. Only steel intelligent AI creations embodied absolute order.
So, returning to the point, sha energy and sha demons could be considered Y'Shaarj's final retaliatory influence upon the World of Azeroth before his death.
But Boss Hu did not see that as a problem. One could not look only at the bad side of anything. What mattered to him was whether sha energy and sha demons could be utilized