I strongly suspect that they will, but that's coming fairly soon - this year, apparently (finished filming last October, is in post). So it may well be that Thrawn will enter the story soon, and I don't think Favreau has a tight vision of what he wants to do with The Mandalorian. I think he's more of a general SW fan who just wants to play with fun SW toys. And once Thrawn is back in the toybox he may have difficulty not playing with him (unless Filoni slaps his hand when he tries to, but they seem pretty matey).
That's one way to look at it.
I don't think that it was intended as a subversion, though. Rather, Zahn is a military SF writer at heart, not really a space opera writer. military SF is it's own subgenre with different tropes and ideas, and the Thrawn books are more in-tune with military SF tropes than space opera ones (there is crossover - Mass Effect being a great example but that ultimately engages more with space opera tropes). Interestingly this also kind of happened with Michael Stackpole and the Rogue Squadron books, and arguably with Karen Traviss' stuff too.