That’s because armor of higher level has higher Azerite power requirements than lower level armor. That means a shiny new piece of Epic gear will have better stats but, unless you’ve been diligent about your Azerite power grind, won’t have as many traits unlocked. You lose options as you earn better gear. Eventually, you’ll grind out enough Azerite to earn those traits back, but you’re left with limited customization until then.
Players’ relationships with the NPCs around them have been hit-and-miss over the years. One of the original issues with Thrall, the Horde’s original Warchief, is that players began to refer to him as “green Jesus,” because of how infinitely powerful and infallible he was. But he’s been gone since the Warlord of Draenor expansion, and with the death of Varian Wrynn and Vol’Jin at the start of Legion, the old guard hasn’t been there to guide players the same way as it used to be.