Nephrite and his fellow shitennou were created to guard Prince Endymion. Why, then, are they the sailor team's first great threat? Long ago a demon queen caused the shitennou to fall from grace, and this is how.
In the Beginning
It is never directly revealed how the shitennou's hearts initially came to be swayed, but several conclusions can be drawn by observing their relationships with the prince and each other.
During the days of the Golden Kingdom, the shitennou did not share Endymion's heart for the moon. They were suspicious of the Lunar Kingdom and it's constant surveillance of Earth.
Beryl's use of energy to erase Endymion's memory in the anime suggests that the shitennou could have been brainwashed, but this does not seem likely. She would have had to kidnap them first, and kidnapping four kings without arousing suspicion is a stretch. What seems more likely is that they were deceived.
Kunzite: Prince! We have had it with being under their thumb! We cannot endure the ways of the Moon Kingdom with their one-sided monitoring of us!
Endymion: Since when are we under their thumb? Monitoring, you say? Who planted that in your mind?
Bishoujo Senshi Sailormoon Volume 2, Act 9
In the most likely scenario, the kings' hearts were swayed due to their love for the prince. They were deceived into believing that they were shielding him from danger. Endymion goes on to warn them that they are being used, and he begs the shitennou to turn away from "that thing."
Present Day
When Selenity sealed Metallia and sent the senshi to be reborn in the twentieth century, the energy from the ginzushou also reincarnated the shitennou. Just as the senshi were sent to protect Sailormoon, the shitennou were reincarnated to aid Tuxedo Kamen. Before their memories had returned to them, the newly awakened Queen Beryl captured them and convinced them once again to serve her.
The fact that the shitennou's memories had not yet returned is key. If any of the four had known of his past life, the kings would not be so blind as to follow Beryl again.
We were reincarnated to find our master, Prince Endymion. But while our memories hadn't returned, we were ensnared once more by that thing. We sold ourselves into slavery. And . . . Our bodies were changed.
Bishoujo Senshi Sailormoon Volume 2, Act 9
The shitennou's total allegence to Metallia is questionable. Although they swear allegiance to the queen, calling her "Our Great Ruler," the shitennou's actions seem to be more driven by personal interest. Nephrite, Zoisite, and Kunzite are all visibly upset when their commrades are reduced to corpses (we must assume that Jadeite would have felt the same way since his death occurred first). In the cases of the three latter shitennou, obedience to Metallia was sworn on the condition that she revive the fallen kings.