Why don't the Kyrian just drop souls in other realms?

I think the short and the Oribos cutscene implies that the souls are unconscious. When you see a soul fly past the Arbiter she has her eyes shut so from what we know the Kyrians take all souls to Oribos but the other realms who knows.

there is a giant hole in the sky that leads to the afterlife, i think we can safely say the veil between life and death is destroyed

On Azeroth yes but other Worlds would not be so lucky. Furthermore the hole is only above Northrend so if the Veil is torn even more then Azeroth might find itself floating in the Maw and not the Great Dark Beyond!

The Great Dark Beyond being reduced to a Realm where only Planets with Immortal Life exist would be quite the situation. The Shadowlands would become the World of Mortals and Immortal Dead!

and yet feeding the jailor more souls is only gonna make him more stronger and capable of making the damage worst, why doesnt oribos have a soul box in case of emergencies

Pulling the Homeworlds of Mortality is indeed better than letting the Jailer get more powerful!

Considering Maldraxxi and Kyrian all show signs of having their Souls be capable of surviving the death of the Body(unlike Venthyr who get their Soul pulled into the Red Twilight Sky) Mortal Homeworlds being pulled into the Shadowlands won’t be much of a problem.

Blizzard gives us a scene where Arthas “sees only darkness”, foreshadowing the Maw. But then they give a cinematic where they see him being ferried there (not instantly ending up there, as the idea that he was already seing his after life implied).

The bottom line is that Blizzard had the idea of everyone automatically going to the Maw, and another idea for a group that ferries souls to the afterlife. So the mushed them together and broke for lunch.