More like you are not able to grasp the fact that things happen outside of our characters' points of view. We do not know the full extent of Sylvanas' bargain will Helya. All we knew about was the lantern given to her to enslave Eyir. Nor do we know how she got in contact with the Jailer nor how long that has been going on nor what he gave to her.
What do you think is going to happen as we progress through Shadowlands? We are going to be filling in the gaps and figuring this all out.
Well, first and foremost, Chronicles is the go-to resource now. So if it is covered in those books, then it does not matter what has happened in previous expansions. Blizzard painted themselves into a corner a bit so they used Chronicles to reset that.
Your example of the Val'kyr is off though. Who dies to become Val'kyr? Vrykul. Odin draws from those in Stormheim. Arthas drew from those in Northrend that served him. So no retcon there. We saw it happen in both the Halls of Valor and in Utgarde Pinnacle.
As for the other things, that was simply our ignorance at play. We did not know the ramifications of killing Arthas until the spirit of King Terenas told us... there must always be a Lich King lest the Scourge go out of control. Nor were we aware of the full extent of the helm's powers or what its destruction would do.