I think the theme they were going for here and with the Fallen Heroes banner was simply "heroes turned into villains", rather than specifically "possessed heroes". I know he's not involved in the Gauntlet, but Hardin was never possessed by the Darksphere; instead, it corrupted him and twisted his depression into malevolence (making it more of a strong negative influence, than a case of possession). So I think Zelgius and the Black Knight fit in as Zelgius being the "heroic" form, and the Black Knight being the "villainous" form, at least in the case of FE9 where the Black Knight is one of the main antagonists, and Zelgius is on the side of Begnion, Ike's allies in the latter part of the game. Or vice-versa if your allegiance is to Daein and/or FE10, I guess.
So basically, they had this theme in mind (which I do think is actually interesting) and just really needed someone to fill the last two slots, but were too lazy to add in good guy Hardin just for this/didn't think he would sell enough orbs, so they just used Zelgius/BK because, of the current characters in the game, he most closely fit the bill.
(Does any of this stuff count as spoilers? I'm honestly not sure any more, since Heroes itself seems to not give a toss about them.)
