In the E3 campaign demo/trailer, Master Chief runs into the Covenant, which consists of an elite, a jackel, and two grunts. One of the grunts does something very interesting and says, “The demon!” Not only does the sound of his voice show of the fact that the grunts are still high-pitched clowns, but that they have connections to the rest of the Covenant in some way shape or form.
Although this is just an educated guess, they could have recently split from the main Covenant fleets or the grunts could have just came up with this nickname in the short time since their first contact, these two reasons are unlikely, but possible.
tldr, Covenant are probably still connect to the main Covenant because of what the grunt says.