Warlords of Draenor Ner'zhul? That's another timeline Ner'zhul, whose fate we're not sure of, but has barely any relation to KJ like our Ner'zhul does. And the Velen of that timeline is dead aswell.
Velen for thousands of years fled world after world before the Legion arrived on those worlds, leaving them and their inhabitants behind to be killed by the Legion. There to my knowledge has never once been a time where the Legion ever caught them, or has there ever been a time where he watched those around him die aswell as his homes... There was that time during his departure of Argus and then on Draenor, but never in between.
Velen has however in our timeline, forced draenei to sacrifice themselves while he and his selected survivors went into hiding for decades until escaping to Azeroth. But then we can compare that to Ner'zhul who had nothing to do with KJ, be used and tricked into doing his bidding all over some vendetta against Velen. After realizing he was tricked, he then had to watch as his people turned from a honorable race into savages that lusted for blood and vengeance and then destroy the world he loved so much with their Fel. Then destroying the world himself in an attempt to save his race by bringing them to another world and then being turned into the Lich King to be used as a tool for the Legion once more.
Velen may have hid from the Legion longer, but this is his first interaction with KJ and the Legion since Argus, while Ner'zhul has had numerous altercations with them and spent years being used and abused by them.