Well the deurgar specifically probably aren't likely to trade with illithids since they were created by illithids and rebelled against them, so there's major bad blood there. Drow on the other hand? I think you need to remember that Drow are a large society with the needs of a large society. That they function at all in the rather grandios manner they do demonstrates an understanding of long term planning. I imagine that the drow would view trading with illithids as a long term thing. They expect to go to war eventually, and until then they're going to try and get as much out of the illithids as they can.
Furthermore it's worth remembering that the drow are not a monolith. Drow city states are each independant and based on how their society operates, most likely relations between the cities cycle between cold and hot war. So mindflayer hives or whatever they're called would most likely only trade with one or two drow cities, and those cities have to deal with the political realities of going to war with the mindflayers, which is that even if they win, they might end up vulnerable to their enemies in the aftermath. Sure the drow say that they're inherently superior and they believe that, but I'm guessing that the drow stupid enough to think their dogma renders them not needing basic strategic planning are the ones that die the earliest.
