I got these on my monk (only one so far) and no option for transmog. Is this intended or a bug?
The Warglaives of Azzinoth themselves are not transmoggable. There is however, an alternate version for Demon Hunters only.
Here is how to get that transmog for your DH:
In order to be eligible to get the transmog version (Arsenal: The Warglaives of Azzinoth), you MUST first have the Feat of Strength achievement (Warglaives of Azzinoth) from equipping both Warglaives of Azzinoth on the same character.
Then any character on that same Battle Net account can kill Illidan in the BC Timewalking version of the Black Temple and unlock the transmog for their Demon Hunter.
More info here: https://www.wowhead.com/black-temple-timewalking-loot-transmogrification-guide#warglaive-transmogrification