Indeed. We can see here that the Lich King (in this thread at least) is the most "loved" villain, and there are polarized opinions on Garrosh.
I think people have a deeper conection with Arthas because his story has been built since Warcraft 3, and lots of players here watched his evolution.
But Garrosh? His evolution is "new stuff"... And not-so-well done, because his transition from a depressed orc from Outland into a Warlord of Draenor is kinda... blunt IMO. Blunt, but not impossible: If we had access to all his thoughts since Outland, maybe we could see what really happened in that ogre-faced head of his.