I've picked up doing some arena again with my spriest buddy. I've done arena before and I never had this issue.
As a worgen, when you enter the game, you'll be in human form. This has never been an issue before, I just let that be - you'll go in worgen form the moment you enter combat. However, after much testing (is it my sap macro? is it dark flight? etc...) this seems to be directly related to my shroud issue: whenever I use shroud of concealment in human form, and it wears off, my stealth will almost always, if not always break.
So today I've just popped worgen form before anything when entering arena, and it has seemed to resolve the issue.
Has anyone else experienced this? I have googled, I've also filed a bug report, but I seem to be "the only one", so maybe it's something unrelated to worgen form after all (hopefully, because it sucks when I forget to press Two Forms before the match starts).
Edit: I've not tried to reproduce the problem outside of arena yet.