just because the creator of a toy dies, does the toy not still exist and function.
The idea that if one of the old gods dies then Azeroth is destroyed makes no since to me. The world of Azeroth was created to stand on its own but be governed by higher power. Not directly connected to each other fates. Also who said that the God dies, you maybe just killing its manifested state. Its from if you will that only exists on Azeroth.