Actually that is a good point, might have been imagining some stuff.
Still, the only reason to have Brokers at all seemed to be that they wanted Ethereals that were unique to the Shadowlands, but we see quite clearly that they are fully capable of leaving without issue, so you could have just replaced them with Ethereals who travel into the Shadowlands and nothing changes.
Would have even given some nice Ethereal lore when we get Ethereal themed Tazavesh.