We don't need to know everything, but we need to know more than we do. This is the first major content patch, we are in theory halfway through the expansion and we still don't know much of anthing interesting about the Jailer.
The Jailer as it stands is just a generic villain who just stands there doing nothing of interest. He doesnt have an interesting personality, he doesnt have an interesting backstory, he doesnt do anything particularly interesting in the game. His only interesting points are that he is a focal point for more interesting characters to gather around, people like Sylvanas or Helya.