Firstly, let me emphasize the term 'unexplored mysteries'. I do not mean making content and calling it a mystery, rather, I am talking of long standing lore within warcraft that has been kept beyond peoples reach for so long.
For example. Lets go back to vanilla when wow began. This was where unexplored mysteries really holds its greatest, simply because we set out to explore and discover the world, and yet could not see everything. We didn't know what lay behind the gates of karazhan. We didn't know what lay beyond the gates of zul'amen. We knew northrend existed, but we could not go there. We knew about the dragon aspects but they remained beyond our reach.
Then, as the game progressed, these mysteries opened up to us. We got to venture into those dungeons and raids we knew were there but could not get to. We got to meet those mysterious characters from warcrafts past who remained aloof or out of tough, and see things we wondered about since warcraft 3 and before that even.
And yet, as the game as progressed and revealed and opened these mysteries to us, it also means we don't have hardly anything left that remains a curiosity to us, we have literally seen it all.
To this end, it seems blizzard has taken on the idea of developing new, fresh lore, without longstanding backstory from warcraft past. Pandaria, despite having its own myth and history, is not so much longstanding lore, but myth created for the purpose of it being there. I'm not saying i'm disappointed in any of the myth and history in pandaria, its just.. unlike the kinds of things we longed to see when wow first started, this is more what blizzard has created here and now.
I suppose things like what lurks under the ocean, where is queen azshara, does Argus still exist. Where are the titans, these kind of elements that might still give the story some longstanding depth. Yet, its not as much as it use to be.