Excellent, if dramatic, critique. I suppose the issue is that they simply aren't making anything made to really stick. I think the afterlife, which is a pretty huge topic in real life and in any story in which it is discussed by virtue of being the final destination of all people, concluding the entirety of someone's life and consisting the largest portion of their existence out of any part of them (an eternity is a long time! Whatever your lifespan is, you're not going to beat that.)
They should have put more effort into really making this a wham expansion. This ought to be one of the really big ones, full of more alien environments (Maldraxxus, in my mind, felt the most like a World of Warcraft-themed afterlife ought to. The others don't really fit) - they sort of wasted that on "Burning Legion, but also Scourge, with Sargeras-but-the-Lich-King-also" being the baddies and these huge afterlives being saved for leveling zones.