The dark ones' minds were modeled after the humans, and therefore, not only did they look and acted like a human, but also think, feel, and worship their god as a human would.
One of humans' gods was the blade warrior, a god of power and strength. In humans' system of worship, there were two extremities: one was the god, and the other was the devil.
They were both mighty, mysterious, and omnipresent.
When the few dark ones fled the city of Bore, they brought with them the account of the devil who lived amongst the human. To the Zergs, the existence of the devil was indisputable, since their limited logic told them that if the Blade Warrior existed, so should the devil.