The real question is why would the Venatori work with him? They know how horrific he is.
Sometimes to get a job done, you need a monster. The only thing the Venatori would care about is Nicodemus and his dedication to defeating the Old Ones. If the Venatori know for certain that Nicodemus/Anduriel are completely against the Old Ones, then his Intelligence, resourcefulness, and ruthlessness would be seen a valuable asset.
Mab is a monster too, but Harry is beginning to see she's a necessary monster, and the Venatori might see Nicodemus the same way.