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Batman v Superman: Dawn of Justice was packed with a lot of material, mainly because this was the movie that was laying the groundwork for the DC Extended Universe in the coming years. Some of the elements worked relatively well, like throwing Wonder Woman in as the tertiary hero. Then there were some more insane elements thrown in, like the Knightmare Bruce Wayne had in the Batcave. In the "dream," he saw himself as a resistance fighter on a post-apocalyptic world that had been taken over by a rogue Superman. The sequence was a weird interlude that ultimately pushed Batman towards taking the fight to the Man of Steel, but the originally conceived version didn't include Parademons.
During his appearances on the Shanlian on Batman podcast, storyboard artist Jay Oliva revealed the in the initial version of the Knightmare, Batman was only supposed to deal with Superman's soldiers, and the winged beasts from Apokolips weren't supposed to appear. Oliva explained:
I'm of two minds about this. On the one hand, throwing in the Parademons drives home the point further to longtime comic book fans that Darkseid was involved in the takeover of this world (which is presumably Earth, but not confirmed), in case the giant Omega symbol burned into the ground wasn't clear enough. On the other hand, to people not familiar with the comic books, the inclusion of these demonic-looking creatures in Batman v Superman was probably confusing. They don't know that Parademons serve Darkseid, the being who is often considered to be the overarching antagonist of the entire DC universe. Seeing them suddenly fly in to snatch soldiers likely raised an eyebrow or two.
The Knightmare was unusual enough by itself, but adding to the weirdness was Bruce awakening to find a strange visitor crackling with electricity to tell him that Lois Lane was the "key" and that he had to find "them," a.k.a. other benevolent metahumans. Bruce awakened once more, but it was implied that that what he saw wasn't a dream, but a vision of a potential future. While the overall Knightmare served as a way to push Batman to action against Superman, the inclusion of the Parademons and appearance from future Flash were mainly to set up what's coming in Justice League and beyond.
Batman and his superhero comrades will deal with Steppenwolf and his own Parademon forces when Justice League is released on November 17.