I've said in the past that the reason that the Alliance tends to loose characters by the bucket to corruption, insanity, death or neutrality is because they have so many to spare. Since the Horde (Thrall's Horde) was basically made from scratch for WoW they had no replacements, so they never lost anyone. It's taken this long for the Horde to have enough characters with enough background for the players to notice and care when they die, but still have replacements to fill the void afterward.
After SoO, Horde lore characters will be effectively indestructible since there will be no one left to replace them if they die. The Alliance still has truckloads of replacement lore characters, so expect them to have plenty of deaths for the next expansion or two.