I don't think it's reasonable to use our people as low after marks to justify bringing in more questionable people. If we can make it work then great, but people aren't equally risky (or vile for that matter) just because they rest on similar rungs of a nebulous moral ladder....we have literal demons and devils, not to mention people like Qyburn and the Bolton's as our vassals. I think we can handle a Black dragon.
A daemon roughly as old and powerful as an Erinyes, for example, isn't really equal to one in temperament or risk as a vassal. We should judge on a case by case basis instead of justifying more and more extreme recruitments based on what is essentially the slippery slope argument.