We see that of the 4 red lotus members, all of them but Zaheer were benders. One could bend fire, one can bend rock, one can bend water. The one thing missing is air. The one element that bound Vaatu is also the one that they did not have the capability to bend as a group. I think that Zaheer wanted to also become another dark avatar, and as a result needed to free Vaatu. As a result, they had to open the spirit portals, and free Vaatu. I think they needed airbending to open the way to the spirit world, so they kidnapped Korra, who could obviously Airbend. I think that Vaatu didnt place all his bets on Unalaaq, and also placed some of his bets on Zaheer as well to help him reincarnate as a dark avatar. The reason they are now chasing Korra is because Vaatu is inside Rava, and subsequently inside Korra. I think the reason why Zaheer wants to be a dark avatar is because he wants to bring balance into the world, because there is too much good in the world, which needs to be balanced with bad. Im not sure if there are any spoilers from the new episodes, so im gonna leave off the spoiler tag.