I mean, the obvious parallels to Hydaelyn from FFXIV aside, how sure are we that Xe'ra is what she appears to be? This is kinda exactly the kind of deception Kil'jaeden pulled on Ner'zhul, after all. Who's to say he, or a Void entity, aren't playing us for fools and preying on doubts our character may have given the absolutely massive body count they've racked up?
Edit: It would also make sense as to why KJ sent his top lieutenant, who happens to be Velen's son, to kill the naaru in the Exodar, whom Velen name-checked as the only entity that could directly unlock the secrets of Light's Heart. If Light's Heart isn't what it appears to be, or if the Xe'ra speaking to us isn't who she appears to be, KJ would have a very vested interest in making sure we can't just crack it open and take a peek, and instead take the Xe'ra talking to us at her word.