Sounds like an issue of a lacking imagination. Imagine not being able to sleep from nightmares. Not being able to know for sure if what you are thinking is your own thoughts or some attempt at manipulation.
Combine this with the WoW version of the void, which includes seeming constant visions of the future, likely or otherwise, and it's no wonder people go insane.
Beyond that there is also the clear tradeoff thing of succumbing further to madness by giving in to the voices. Gaining massive power, but losing even more of your sanity in return.
Imagine someone like Neltharion. Centuries of whispers telling him what he wants to hear. Promising him the greatness he believes he deserves, the horror of failure, and boundless power to enforce his vision of the future. Even more so when you consider the Void preying on his weaknesses. In his case the belief that he is capable of harnessing the void rather than falling to it.