To answer the thread question; there are plenty of reasons why the Horde races would want to stick together.
The Horde is the faction that provided the Blood Elves aid in defending their homeland after Arthas, after Garithos, not the Alliance.
The Alliance attempted to sink the Bilgewater ship fleeing Kezan in an attempt to “leave no witnesses” after they accidentally got close to their attempted capture of Thrall.
The Horde is the reason why the Tauren and Darkspear both survived to the modern day. The Darkspear have been -thriving-, they’re one of the strongest troll tribes in existence.
The Horde was the one that took in the Forsaken after it was perfectly clear to the Forsaken that they were… forsaken by their once-living comrades for being undead.
Despite joining the Horde during the reign of one of the most tyrannical Warchiefs and being generally treated like trash by Garrosh, the Pandaren joined the Darkspear Rebellion and remained in the Horde after, meaning that the Pandaren were willing to give the Horde a chance after Garrosh, and they haven’t been treated like dirt since.
The Tauren have always held a blood oath to the Horde, but besides that; they’ve never been depicted as having an adversarial relationship with any of the horde races. They were the ones to convince Thrall to let in the Forsaken, there are plenty of Darkspear living in Thunder Bluff, they’ve always gotten along with the orcs as a whole, they don’t even have a bad relationship, or at least have never been shown to have a bad relationship with the Bilgewater Goblins or the Sin’dorei. Not that they really have any reason to dislike any of the races/organizations above, none of them have attempted to destroy Mulgore.
Compare this with the treatment the Alliance has given them? It’s poor. The Dwarves have defiled and destroyed Mulgore, in the eyes of the Tauren; they were scarring the Earth Mother. They’ve also wiped out almost entire tauren tribes in the past. The only race the Tauren in the Alliance has gotten along with would be the Kaldorei, and that relationship isn’t good enough for the Tauren to leave the Horde. It never was, their relationship is not as great as people think it is.
The Bilgewater wouldn’t be alive today were it not for the Orcs saving them from the SI:7/Alliance on the Lost Isles.
The Nightborne, despite popular opinion, is the literal anathema to everything the Kaldorei are about. They have almost nothing in common with the Kaldorei, they’ve always held more similarities to the Sin’dorei and it was perfectly logical for them to join the Horde. “We shall see where Elune’s wisdom guides us.” Good job Tyrande, Elune’s wisdom has guided them to the Horde. Guess that’s what you get when you compare the leader of the Nightborne/Nightfallen revolution against Elisande to Elisande.
This is getting long, so TL;DR: The Horde has every reason to stick together, there’s no reason for any nation to defect.