... leaving Sylvanas to our mercy.
Because we will show her mercy. You know its coming, no matter how much you wished it wouldnt or want to hate the lore/story/writers. And, ultimately, that is what will lead to the Jailers defeat. Sylvanas will lead/guide/help us thwart his plans into the next raid.
In the cinematic when the Jailer smugly says Sylvanas will be left to our mercy... he did it betting she'll be shown none, because hes well aware of the evil things shes done to us. Thats the big plot twist incoming in a future patch - the jailer will ultimately be proven wrong with his bet and Sylvanas will, indeed, be shown mercy and used as an instrument against him.
It reminds me a lot of a conversation between Frodo and Gandalf in Lord of the Rings: Fellowship of the Ring, referring to Gollum. Whereby Frodo says "its a pity Bilbo didnt kill Gollum' and Gandalf replies that 'the pity of Bilbo may rule the fate of man'. Its a similar theme here but on a cosmic scale: The jailer is betting on us NOT showing Sylvanas pity(mercy), but if we indeed doso, our pity(mercy) shown to Sylvanas (and her becoming an instrument to defeat him) may save the entire fucking universe.
Yes, you probably want Sylvanas to die. You want to hate her. You probably agree with the Jailer that she shouldnt be shown mercy and just outright killed. You wish the writers would just end her story already. But the moment I heard the Jailer utter the line about mercy - I knew ^^^^ was going to be her character arc going forward, the major plot story for the next patch... and how the jailer is, ultimately, defeated.