MG and WA are the highest quality RP servers in WoW and are famous throughout the MMORPG community for their qualities. They have several guilds that work on both servers, simply because the two are indubitably the best in RP. As of right now, they share a CRZ but as you know, CRZ only kicks in for certain outdoor questing zones and not in cities or Pandaria (with Draenor likely not having CRZ).
Connecting the two servers would bring together the best RP servers and allow for even greater experience. There have already been many requests for Blizzard to do it. It'd help level off the RP imbalance (MG Horde is RP dominant and WA Alliance is RP dominant).