they start off in the past. i could understand goblins, since undermine wasn't shut off to the rest of the world. but gilneans were completely shut off. i'd be all for the worgen monk starting in a phased version of some other area. could open up whole new possibilities for classes.
really though, i guess they could write anything into the lore they want and make it work. that's the beautiful thing about lore, it evolves and grows.