It's been done before, though it always does feel a little contrived yes. Forbidden Reach being cut off by Razsageth's storms, for example. And even now you can fly into vast open caverns past Nerub'ar Palace, but a few seconds in and you'll get webbed up and dumped back in the city.
I think Avaloren was said to be cut off from the rest of the world by storms, so maybe that could feature. Although I kind of like the idea of large magical walls, like a magical version of Pandaria's Serpent's Spine. There is also that report of Titanforged heretics, maybe Avaloren is divided up into regions and we're just not given any reason to forge past the one we start in immediately.