Do you want zerg/protoss hybrid units to be part of the zerg?

That was the Overmind's biggest mission, which thanks to Tassadar, failed. While Kerrigan didn't try as hard as the Overmind, I'm sure she finds the idea to be at least... interesting.

 

I seriously doubt that Duran is a Xel'Naga. It is said that he serves a much greater power, which implies that he is not one of them. If he was one of them he would say that he is a part of a much greater power.
Also, when talking about the Zerg assimilating Protoss like pajamasalad said, the following came to my attention:
First of all, it is obvious that the Protoss are too strong to be captured alive, either that or they wouldn't allow themselves to be captured alive (by committing Seppuku). So if the Zerg need a live victim to assimilate then it is impossible for the to assimilate Protoss. However, if they can use the dead body of a Protoss warrior, I've noticed that all of the Protoss infantry do not leave behind any corpse. They all kind of vaporise in a puff of magic. So maybe it's impossible for the Zerg to assimilate Protoss, and maybe this is why they need to create a Hybrid.