People tend to not like change. If you've played WC3 and enjoyed the campaign you become kind of attached to Thrall. You play horde for years serving under your Warchief, then all of a sudden he's all "World's in danger, gotta go! Here's this loose-cannon instead."
It's just not the Horde we're used to I suppose. Whether this is a positive change or not is yet to be determined.