Here is my take on this.
Mursaat and Margonites are both creations of Abaddon.
The Mursaat were created as servant upon Tyria, while the Margonites were created as servants within Abaddon's own god realm.
When Abaddon was imprisoned, the Mursaat, who were still wandering the lands, were able to break free of the control of their master. Once they were free, they then knew how to develop new skills, using the remnants of Abaddon's strongholds on Tyria.
Rather than trying to free their master, they preferred the free reign dominance of their kind upon the land. Or, it could be, that they were taking over Tyria for their master, knowing that they, themselves, could not free their master from his prison.
If you remember, the Margonites did not make their appearance until the Fortress scene where Varesh was able to summon them. After the walls of Abaddon's prison had been deteriorating. Being so imprisoned, I doubt that Abaddon would have had the necessary abilities to train and give his servants the gifts that the Mursaat were able to develop under free will.
They are created by the same god, in similiar make, but different purposes and in different locations.