I know, the Jailer's role isn't completely revealed yet, but the more I've seen from this guy from beta, and the more voice clips I hear, I'm just not feeling this guy. As of now, he just seems to be an underworld version of Sargeras. And I don't mind villains like Sargeras in video games, but we already have him, I don't see the reason why we need another. Hell, I would argue Sarg as of now has more depth than the Jailer, as his goal is somewhat noble, if not twisted. I'm also scared that the Jailer's sole purpose is just to further Sylvanas' story. Like yeah, he'll be the big bad, but a lot of attention is just going to end up being on the development of Sylvanas, and the Jailer is just a guy who has a role in that.
Now Denathrius isn't some original villain either, but he isn't the kind of villain we see much of in wow. The affluent and regal aristocrat, who lets his position get in head, and only causes the upper members of his society to benefit, while the lower members suffer. It's likely he was once a "good" leader in the past, and dutifully carried out his role in Revendreth for centuries. There is also a family conflict he has, so that's even more development for him. His character seems to have composure, I quite like his VA, and he even has a talking sword. Overall, I find Denathrius to be a very cool character.
To me the Jailer just feels way too generic, which would be ok, but we already have Sargeras. And while Denathrius isn't like the best character ever, I do find him more charismatic and layered compared to the Jailer.