I'm not going to make any excuses for Danuser's shitty writing, but I feel like you're making a pretty big assumption here. Is there any precedent for why this should be the case? However, even if that were the case, I'm sure the Eternal Ones or some other powerful entity within the Shadowlands can help yeet us back to Azeroth using their Plot Magic™ as thanks for helping them defeat the Big Bald. It's not an issue in the slightest.