Just another theory...but I don't think that the Mahir are actually shadows of the shades, or any other beings for that matter. Shades would definately have the power to allow their shadows to posess at least some of their power, and if shades could absorb life by using their shadows, why don't shades have an attack similar to this?
Also, the Mahir may not be shadows at all, but extremely dark beings, which absorb all of the light around them. Because no light would reflect off of them, they would appear black, and if their body structure allowed light to pass through, this could create the "shadowy" appearance of them. So, perhaps mahir are actually dark beings which were entirely invisible to Balor and his minions, but Soulblighter found them and granted them power (notice the red glow in their eyes, and SB's final stand is with lava, power of fire).
So, these evil creatures could be so pleased with soulblighter's gift of life, that they gave themselves to his service.
Oh well, another crackpot theory...