Specifically, they should have each had an intro quest. They should have had specific weapon transmogs. Hell, it would've been perfect for each season to have one tier-like armor set based on each of the classes' hero specs.
It's just really weird that we can finally be dark rangers, but nothing in the game references outside of you picking the talent and seeing the spell cast. Even Covenant spells felt more grounded in the narrative because you earned them through quests.
Artifacts did it better!
/Rant.