World of Warcraft has a Joker Problem, because we keep murdering our Jokers.
Oh, it's hard to blame us - how many times have people pointed out how ludicrous it is that Batman or someone else hasn't murdered the Joker at this point? Plus, they drops shiny goodies when we kill them, and there's nothing players in an MMO like more than trinkets and baubles. Tirion Fordring once held a death sport that was entirely based around bribing us into gladiatorial combat with goodies, and we totally went for it. Sometimes we'd run that thing four times a week. But the fact remains - we barely get a good villain rolling for an expansion before we storm his or her castle, keep, subterranean lair, floating sky palace, old temple... you get the picture, I'm sure... and do war upon said villain. At the end, a sparkly corpse is left at our feet, the day is temporarily saved, and then someone else ignores all the evidence to the contrary and starts the whole thing up again.
Not all of the dead Jokers in our track were Jokers, of course. Some were Riddlers, or Penguins, or even just barely Calendar Mans. But we've definitely left a few Jokers strewn among the pile of dead would-be world destroyers, conquerors, and assorted evil people. Lady Vashj, Illidan, Arthas, Deathwing, Ragnaros, Al'Akir, Kel'Thuzad, Malygos, we've taken out some important figures with a great deal of significance to the setting. The up side is that it demonstrates the stakes and gives a player a sense of accomplishment to finally take down an archnemesis. The downside is, they're gone.
The problem with killing off figures like Lei Shen (in Throne of Thunder) is, in the wake of that raid, it's much harder to ever use the mogu again. As the WoW universe expands, it does so on the broken corpses of its great villains. Imagine if Batman had snapped the Joker's neck at the end of The Killing Joke (as an example based in recent pop culture debates) - not only have you changed Batman forever but you've made any future story any writer wanted to do with the Joker impossible. (Unless, of course, you cheat and write a story where the Joker survives somehow.) By killing Arthas, but by slapping the Helm of Domination on Bolvar's head, we have a cheat in place - if there was a strong enough reason to do another Lich King storyline, Bolvar can always get up from his chair and start doing stuff.
So some characters can 'die' and still have an impact on the story in the future. Still others have said impact despite their death. The more we see the Wrathion storyline unfold, the more convinced I am that Deathwing wanted us to murder him, which is why his attack on Wyrmrest Temple was basically big purple idiot dragon instead of just nuking the platform himself while the Aspects and Thrall played jazz hands with the incomplete Dragon Soul. In a way, Deathwing's death is more important than his life was - it ended the purpose of the Aspects existence and thus, their Titan-granted powers, opening up the Timeways to mortal hands, and started Wrathion's unhindered progress to whatever purpose he seems to have been born with. Deathwing's death makes him even more important than his life - it created a world where the greatest power in creation is up for grabs.
But still others seem to have died too soon, or too anticlimactic a death. Cho'gall's death in Bastion of Twilight has always bothered me - it didn't involve Garona, despite her massive grudge against the ogre mage, it didn't explain his transformation (aside from the standard 'old god corruption' bit) or answer any of the questions about his link to C'thun, an old god we'd supposedly beaten back in Vanilla. Worse, he wasn't even really the boss of his own raid, since on heroic difficulty the floor falls open and we fight Sinestra, the true end boss of Bastion. Cho'gall ends up feeling like a tentacle sprouting speed-bump on the way to the real threat, and that feels lousy.
Illidan has this even worse than Cho'gall did - touted and hyped as the major threat of The Burning Crusade, Illidan's death atop the Black Temple is a waste of a major lore figure not because the fight isn't worthy of him or the culmination of an entire tier of raiding, but because with the release of Sunwell Plateau we find that Illidan wasn't actually the major threat - in fact, he was a stewing, impotently insane figure obsessing over his defeat at the end of Warcraft III and it was Kil'Jaeden who posed the true threat all along. It wasn't so bad that we killed Illidan, although I definitely think it was a waste of future storylines, but we really killed him far, far worse by rushing right over his corpse to go kill the real bad guy. Kil'jaeden made Illidan irrelevant in his own house.
I guess I'm basically arguing that sometimes, it's okay if a boss gets away. I thought about it the other day while running Sunwell Plateau when Brutallus, upon his death, says "now it gets interesting" and the first thought I had was 'What if pit lords are like Nathrezim? What if he just gets banished back to the nether when he dies?' That got me thinking about Mannoroth and Magtheridon - are pit lords effectively unkillable outside of the Twisting Nether? What would that do to the orcish people, to discover that Mannoroth is still out there, somewhere? I'm not saying they could or should ever do that story - for one thing, the Nathrezim are probably pain enough without all Legion needing to be hunted down and killed in the Twisting Nether - but sometimes, a recurring villain has value, and a defeat could be as valuable as yet another dead villain.