The Elder Scrolls Online has scamps, I was watching the video and I saw them.

Many other Elder Scrolls games have them, so why not Skyrim?

Because they svck.

The same reason they don't have alot of other previously introduces Daedra.. not sure what it is, but tis probably that

The reason you don't see scamps, along with many other daedra is due to Martin's actions in the ending events of the oblivion crisis.

Because martin sacrificed himself at the end of oblivion to permanently sever the link between mehrunes dagons realm and tamriel.

Its a spoiler but you asked for it.

The only reason you can find dremora is they are non-exclusive to dagon's realm.