I don't think the chains are regular chains by any means, especially what with them being pretty obviously wreathed in the same Death magic Sylvanas used beforehand - they're probably not breakable by conventional means of any kind, and then likely not without extensive preparation or foreknowledge. What exactly is a Shaman going to throw at them? Terrestrial elements like fire or stone? What's Anduin going to throw at them? The Light? Probably not going to be effective, at least not in the scant moments they've got to react to what's happening.
You act as if the faction leaders could never conceivably be kidnapped or detained by extraplanar beings empowered by a godlike being. Thrall was captured and held prisoner by Staghelm when he was the World Shaman, after all. It's not without precedent, either.
That fact that these chains could bind and hold the Lich King should tell you something. Bolvar was able to break them but as seen in the cinematic they restored themselves almost instantly.
We don't really know what Tyrande did to escape capture, but given that the Night Warrior is exceedingly powerful (and perhaps even calling upon similar powers as the Mawsworn now), it's going to be interesting to see what happens going forward. I don't think this is either as contrived or as implausible as you're trying to convey here. Although I do agree I would've really like to see one of the leaders fight with their captors, we really only got to see them capture Anduin and no one else.