One of the devs provided a bit of info about why the decision was made not to connect realms here: Burning Crusade Anniversary Pre-Patch Downtime
From what was stated in that thread (along with some other info they provided on their personal social media), connecting realms is a tremendously complicated undertaking that can create a lot of other problems. I’m going out on a limb here, but I’d also guess that there would be some complicating factors associated with doing Connected Realms between OCE and US realms. That’s just a semi-educated guess, though - while cloud infrastructure and databases do fall within my area of professional experience, all I know about how Blizz manages those things for WoW is based on what actual Blizzard employees have been able to share publicly.