Completely disappeared without a trace. And deserters, who should have been brought back from previous installments of Heroes.

Efreet are somehow more suitable as a contrast to genies. Remembering the fourth game, efreet were like genies, only red. But in the fifth game, genies are completely different; they barely resemble genies anymore, especially the new blue alt-upgrade, so efreet are not very suitable as a contrast. And adding them as a separate creature wouldn't be rational.