Again, Draenor had an anchor because we had Illidan and Kael'theas and we also had two well-established playable races that came from that planet with loads of lore and prominent characters.
The Ethereal homeworld or us going into some cosmic void location would be more off-putting than Shadowlands.
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Anduin was kidnapped, so he wasn't an anchor, he was someone we had to save. Sylvanas wasn't from the Shadowlands and she was surrounded by a mystery box for a good portion of the expansion.