I would suggest it is largely because Nefaria is a gangster, a Mafia don. Like The Kingpin he isn't political, and unlike Stryker or Bolivar Trask he doesn't enter into the mutant sphere of influence the X-Men are invested in. He simply has no interest in that area.
Back when he helped kill Thunderbird this was a brand new team of X-Men who had yet to fully establish themselves and their mission, their early concerns were dealing with random events such as stumbling across N-Garai portals, Mandroids, the Savage and and Garokk, being targeted by Black Tom & Juggernaut, Arcade and Mesmero. Standard Super-hero stuff. Nefaria and his Ani-Men fit right into that format, and looking back Thunderbird's mental state was such that he was always going to end in an explosion. One way or the other...
A million different "What if Jean Grey hadn't died. . . ." but no Thunderbird.