The same can be said about the Horde as well. What's the point in killing off their Warchief and conquering Orgrimmar when they finally were able to get even with the Alliance in Cataclysm? Shall we go back to living in homes made of sticks and mud? Is the Horde forced to be the underdog most of the time?
Cataclysm broke the trend, but it appears the Alliance is back as the most important faction.
The last time the Horde was winning anything outside of Cataclysm was Warcraft 2. And they lost that one in the end as well. Actually, the only time they truly won was Warcraft 1.