If this game wasn't an MMO and the story played out in a sensical fashion, what would happen once the Alliance wins the war is that all the conquered zones that the Horde took would in fact be given back to the Alliance. That is how actual wars work. Considering that the Alliance will successfully siege Orgrimmar, it means that the Horde would have no choice but to give all the land back to them. Unless of course they decide to start fighting the Alliance yet again and somehow manages to force them to leave. Though, that would be quite moronic.