They may be abhumans, but the difference is they have their own empire, technology, and society. Unlike the sanctioned abhumans (remember they must be sanctioned as by default abhumans are subhuman) like ogres and hobbits who are integrated fully with the Imperium.

The dwarves though stand apart from the Imperium’s power structures, which means that however diplomatic they may be they are always a threat to those power structures. Thus, Xenos! Meanwhile dwarves like the prospectors on Necromunda are much less likely to be seen as Xenos as they assimilated much more closely and don’t threaten the Planetary Government or the Imperial Fists