People have been debating what "I will set us all free," means, why she's going to the Shadowlands, etc. since the trailer dropped. I think I know.
Sylvanas made a pact with The Jailer for the same reason Illidan made a pact with Sargeras - to gain his powers with the intention of using them against him.
Her end goal is to kill the Jailer, take his place as one of the lords of Death, end the concept of Hell as it exists in the Warcraft universe, and become the God-Queen of the Shadowlands.
Then, her dark and terrible powers over Death will be instrumental in defeating the Void Lords in 10.0.
And she's the current Game Director's favorite character, so she has enough plot armor to make it happen.