Zekhan canonically think’s the Dark Portal was in Azshara thought doesn’t he
Taken a step further, i’d argue a lot of Elune’s lore prior to BfA showed that she also wasn’t the kind of god to coddle. Like if she wanted to, especially with the Night Warrior, she could’ve have Azshara killed and the Highborne deposed when their imperialism started. But in the same way that the books describe that she doesn’t even ask constant, endless service of her most faithful and ardent, she also lets them make their own mistakes. She’ll show the horse the water but wont make them drink. It fits in with this idea of the Kaldorei as a self-sufficient and self-conscious race. They have access to these things- but try not to be reliant on any of them generally. (Compared to the other elves, who are immensely reliant on big sources of power.)
I feel like they completely lost sight of that with this story though.