So she becomes Someone Else 2.0 instead of her own character? No thanks.
People can complain about Void Elves all they want, the fact is that Alleria is one of the most independent characters in the game. Bad writers would have turned her into a generic Horde sympathizer or worthless housewife. Good writers have turned her into an independent woman who pushes the discovery of the Void onward and is not afraid to carve her own path in the cosmos.
Joining the Horde would mean that she'd have to give up her interests in the Void. And as Alleria is an independent woman, she refuses to do that. There is nothing wrong with that. The Blood elves don't get to dictate who Alleria is or can't be.