Even Pandaria wasn't the entire expansion. Even if the expansion is literally called "World of Warcraft: Undermine" we're still going to be going to places outside of core expansion location, just like we do every expansion.
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Not really. While Jaina was a major part of BFA she wasn't the center of the expansion, that would be Anduin and Sylvanas. Now Sylvanas in Shadowlands was very important, but even here, they showcased her and not the Jailer or Bolvar who were also important aspects of the expansion.
It's entirely possible that Thrall plays a huge part in this expansion and we still go into the Undermine. Elemental stuff still relates to underground/center of the planet content. Just like Neltharion was the Earthwarder and he had an underground citadel in Zaralek Caverns.
Blizzard could have viewed Gallywix or Gazlowe on the key art as too much of a giveaway, just like they put Gul'dan on the key art for pre-Legion announcement instead of Illidan who ended up on the cover.