Something just occured to me. The Path of ShaoHao might sound like some very fun video's. But actually it might be the forshadowing for the burning legion invasion.
let's look at what happened so far :
Chapter one : Doubt
Chapter two : Despair
Chapter Three : Fear
These are 3 of the many sha we have defeated so far and so did Shaohao and he is now ready to look unto the next event The Burning Legion. Thus, first we get our Pandarian adventures to then see the Burning Legion and us assembling an army.
I think besides the ShaoHao video's being very fun that they might just be some foreshadowing on what to come. After Pandaria and the Sha come the Burning Legion.