Vol’Dun is the hardest and most tedious of the Horde Zones in Battle for Azeroth. It’s also probably the one that makes the most sense. Each sections of quests leads directly to the one you should do next. For all of these reasons it’s going to be best to get this one done early. Thanks to any legendary items you might have collected in Legion, you’ll be strongest in the leveling process before 115 and weaker after — because that’s when the legendary effects stop working.
Each of those modes existed long before this latest expansion; raiding is a basic concept in MMOs, and Mythic+ was added in World of Warcraft’s last expansion. The problems with Battle for Azeroth’s endgame come from the systems it adds, which most often artificially gate progress where most of the fun can be found. If raids and Mythic+ are the carrot, we’re about to talk about the stick.
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.