In the final confrontation with the Jailer in the Maw Shadowlands Intro questline, he yells at you right as you leave “Death comes for the soul of your world!”
It happens right before this moment:
We now know what he wants. But why?
(Speculative): Perhaps the Jailer is interested in a Titan of Death? I know that was supposed to be Argus’ thing, but Argus never had the chance. Perhaps the Jailer feels robbed. Come to think of it, the Burning Legion acquired Frostmourne and the Helm of Domination from Torghast, the Jailer’s domain. Perhaps the price was always going to be Azeroth’s World Soul. I mean, Sargeras would’ve simply destroyed Azeroth; the demons could’ve ensured the World Soul was delivered to the Jailer. The Scourge could’ve even been meant as an instrument towards that.
The only other person who wanted Azeroth was Sargeras. He didn’t even want to change it. Just make it into an evil titan.
He probably wants it so he can kill the Progenitors or use the soul to create a weapon capable of killing the Progenitors. (Since we learn in the intro scenario that they build weapons and armor out of souls)
FYI: The Progenitors, otherwise known as the First Ones, are the creators of the Arbiter and Oribos. They’re the Shadowlands equivalent of a Titan.
(Commentary): I may be wrong but I’m fairly certain Sargeras wanted to destroy any and all worlds that had a World Soul and Old Gods/Void Monstrosities, to ensure a Void Titan could never be a thing. The presence of Old Gods on Azeroth would’ve meant Azeroth would’ve been destroyed. Argus seems to be the only confirmed Legion world with a Titan Soul, but it also lacked Old Gods/Void Monstrosities, at least until we got there.
In Antorus we learned he wanted to use the remaining “souls” of the Titans and create a Dark Pantheon. He wanted to make Azeroth apart of it, which was why he didn’t destroy our world immediately.
Perhaps the Jailer was supposed to get Argus(in exchange for the Helm of Domination, Frostmourne, the Lich King’s Armor and Hammer) while Sargeras got Azeroth and the Dark Pantheon. We ended up killing the Death Titan so now he comes for Azeroth!
Zovaal has been planning all of this even before Legion and Argus’ death.
He destroyed some planets but then decided to do something else. It’s really just a lore explanation to fill the plothole as to why he, again, didn’t destroy everything immediately.
Sargeras didn’t destroy Azeroth because he became obsessively fascinated with her power and desired to …er… possesses her. In a creepy stalker sort of way.
Soon after the War of the Ancients, Sargeras had a vision: the Well of Eternity imploded, but instead of being cast back to the Twisting Nether, this time he was dragged down to the very core of Azeroth. He was there for only an instant, but in that moment, he saw Azeroth’s slumbering world-soul—and in that moment, the world-soul opened one eye and gazed at the Dark Titan. He was enraptured.
Since then, the eye of Azeroth’s world-soul has not been far from his thoughts. He commanded the eredar who forged the Jeweled Scepter of Sargeras to crown it with that lone, wondrous orb. Next to it, the eredar placed two nathrezim wings, a testament to Sargeras’s conception of the world-soul: corrupted, demonic, and most importantly, his.
so yeah he was ‘enraptured’ and obsessed with her ‘becoming his’.