Calia's motivation for going to the Shadowlands needs to be rescuing Arthas's soul and bringing him back to life, then he and Jaina can get married and have their baby named after Uther.
It was a reassuring touch between two friends on opposite sides of a war that've been fighting for decades and struggling with the weight of the consequences of their choices they've made at the height of it all. Think you guys are reading waaaaay too much into it. Not every man and woman has to pair up romantically.
But to be fair, if I had to choose between which ships I'd have to follow through canon, I'd take Thrall/Jaina and Shaw/Flynn (as ridiculous and memetic as it is, since they'd only just met once but I guess are getting development in the new book, so if the devs can make this work and transition that into the game then I'll give it a chance) over Anduin/Wrathion (who were friends at one point but Wrathion botched that and made the whole thing tense and awkward), Sylvanas/Jaina and Liadrin/Valeera (these two are popular ships on AO3, despite the latter never interacting at all and the former probably working together once in WotLK; Jaina pitied Sylvanas for everything she went through but still said she had to be stopped in BfA).
At least Thrall/Jaina, platonic or romantic, however you see it, is better than Jaina/Kalecgos, which...I don't even know, it's all over the place in terms of writing, and I'm pretty lenient with Blizzard's storytelling.