There’s many differences between a Mary Sue and a protagonist. If you are looking for a Gary Stu (Male version of the same thing), that’s what Thrall has been since Cataclysm expansion and beyond. (Some even argue before that)
So don’t be defensive about Sylvanas and Jaina being Mary Sues just because you think it’s an attack on women. It’s an attack on bad writing and Thrall was the first volley in that direction.