The most likely explanation to me is that the Sahagin wasn't a fiend, it was an animal. We know that there are animals in Spira. There's a polar bear skin rug in the Macalania travel agency, for example, and I would guess that they are used for meat purposes as well (pyreflies being inedible). I would guess that animals aren't usually as agressive as we would expect, being overshadowed by the massive amount of fiends. So that Sahagin may have been an actual creature. Why it looked like a fiend and worked with them, however, could use a bit more explanation.