The thing with this is that the Human and Dwarven zones are very typically what we—in the West—associate with “fantasy”, that sword and sorcery aesthetic is iconic in our mythology.
The Horde races come from a very vast array of cultural influences. Orcs are influenced by the folklore of nomadic clans of western Asia, Trolls come from a variety of tribal traditions, Tauren are influenced by Native American mythology, etc.
While it isn’t what we grew up seeing in our storybooks, it’s no less a valid form of fantasy, and even as an Alliance player I find Orgrimmar to be a wonderous place, in that the entire aesthetic and culture of the Horde is unique to itself and to Warcraft.