I don't ACTUALLY live in that world, so you are trying to get ME (the player) to care about the video game world that even my CHARACTER is only "passively-actively" a part of. (I do things in the world, but they don't matter, because the world continues regardless if I even do ANY of them)
If there isn't a threat to the world that my character is part of, then what is the point of me (the player) caring enough about that world to spend my time on?
My investment in the world is this... If Thrall/Jaina/Sylvanas/Etc/Etc/Etc died saving the world in some grand CGI cutscene, I would watch it once, then skip it every other time. So how exactly should I be expected to care about a world that isn't even in danger?