A few of them have "gibbed" us as it were, but we've always had a way to come back when we need to. As an example, the Lich King destroyed us, but then forgot about Tirion and we were saved by the breaking of Frostmourne. But even beyond that, pretty much every boss we've faced has had the same inherent issue that takes down most supervillains: overconfidence. None of them ever seem to take us seriously as we are "just mortals" and thus tend to spend far more time toying with us than actually killing us. This is partially why we keep living through these events: because we actually are quite powerful and none of our enemies ever take us seriously enough to just eliminate us right away. They either look past us or try to use us for their plans without ever considering that we have our own free will.
Beyond that, a reset at this point would feel weird without some sort of device to push it through. Even if we go to another world, we'd be going as Alliance or Horde heroes, which itself brings that sort of legendary hero title. A timeskip and bards are singing our tales, so we come back to the same reception as Alleria & Turalyon.
At least we aren't quite as far down the power creep scale as FFXIV. Love the game, but there's a ton of power creep to be found there.