Legion started quite some storylines that have been left unfinished. The most glaring one in my opinion Sylvanas'. Where does she go now that her dream of creating more val'kyr has been ruined? I would very much like to see her acting more like an actual warchief. Are we going to have another warchief like Vol'jin who doesn't really do anything for the Horde?
There's also Anduin, Greymane, the Lich King, Wrathion (maybe), the other faction leaders. Where is Jaina, what's she been up to?
I would be pretty disappointed if we have to wait until next expansion to see these stories continue. But I thought I read that Antorus was the final raid.