...because Outland ISN'T the homeworld of the Burning Legion. The Legion comes from a multitude of planets throughout the Twisting Nether, but Draenor is not one of them. In fact, between the end of Warcraft II and Illidan's entrance into Outland, the place (what was left of it) was relatively peaceful, if you consider the insane wildlife, occasional attempts at invasion, and recovery from being shattered "peaceful."
Illidan's entrance into what is now called Outland attracted the Legion's attention, and they decided to try and use Illidan to gain greater access to Outland, and from there invade Azeroth. At the end of Warcraft III, he turned on the Legion, which is why he's making his armies right now. So the Legion has, at best, a foothold.
It also means that Kazzak really broke open the portal FAR too soon, not realizing that those puny humans he had a habit of chowing on were stronger than the majority of his soldiers. Good move, Kazzak, we kicked your army's ass, and are doing a damn fine job of keeping them at bay while we clean up the Legion's messes for you!