I don't think we are. I think we're supposed to know that he's so powerful that he thinks of us as trivial irritants and that he's found a weapon to replace Arthas and Bolvar in Anduin. I think the current goal is more "Hey, this dude is amassing some serious firepower, and that's gonna be a problem shortly down the road, but what is it and why?"
I've a feeling that ultimately this whole thing is either a bit TOO esoteric, or it's a bit too mundane.
I think on the "that seems to simple" thread - it's probably a love/revenge story - Zovaal was the original Arbiter, something happened and he fell in love with Elune, which "clouded" his judgement - the Winter Queen condemned him for loving her terrible sister, and Kyresta for failing to be impartial. They banished him, and they exiled Elune from the Shadowlands. Or perhaps - Elune died in the Shadowlands and her essence coalesced in the prime plane - he is searching for a sepulcher after all. It would explain this whole "breaking the machinery of death" thing they've got going on - if Elune cannot stay on the Shadowlands, and Zovaal can't find himself getting to the prime plane, how about smashing the walls and blurring the lines?
It seems to line up with the things they've set up, and why there's been a lot more focus on Elune over Legion and BFA than the entirety of WoW prior. But it also has a bunch of plotholes?
Maybe he's just a creeper who saw a pretty moon lady and when he was like "Hey, I want to go say hi to the cute moon" everyone else was like "dude, you're arbiting billions of souls a minute, you don't have time" and he was like "wellll, fuck that. I'm gonna build myself an arbiter to do it!" and ran off and said hi to the cute moon and she was like "Bruh, not interested" and now he's nice guying his way to her.