The lag was horrid but that was due to the location of battlegroups. In WotLK it was all over the map. Emberstorm battlegroup was in the Seattle datacenter and the latency was horrid (150ms to the SOE LA servers; but Shandris was rocking 300+ms to Seattle from GA).
Naxx may have been very easy, but it also defined something that WoW players loved: Patchwerk bosses.
Sure, it's nothing fancy but an Arcane Mage pincushion, but it was fun. It was a straight out DPS show off boss.
WotLK had fun still in the game.
What's really fun can people remember of WoD in comparison (Cata or MoP for that matter? Pulling world bosses into capital cities maybe)?