I'm not sure why anyone is shocked, I mean I would be ticked too if I was the Shado Pan. Whether or not you could pull it off doesn't matter, people make threats all the time when things happens regardless if they can truly back it up or not.
The argument for " we helped them so much " comes down to this example. Say I have a friend, we've been helping each other out with various projects and everything is going great, then one day I come home and he's dug my septic tank up ( or sewer lines for the city dwellers). Now just how understanding do you think I or you would be in that situation? You would probably want to kick some ass, even if you are buds. Now the things you have done in the past may keep you from kicking their butt in the end, but at some point you are probably still telling him to get the hell out of your yard or else.
They also didn't do this to make the Alliance feel good, because honestly after doing the scenarios and stuff I never got a sense of satisfaction from it. Hell until this thread I didn't even know the Horde had been threatened to begin with. From the Alliance perspective you do not get a sense that the Horde is bad, its just something else to show you just how horrible Garrosh has become.
I honestly didn't get any " Evil Horde" from it, more of a sense of, oh man this is messed up and they need help even if I do like seeing the Horde struggle.