One of the things that playing in the Warlords of Draenor beta has done is it has made me really appreciative of small things and their cumulative effect. In terms of the story of Shadowmoon Valley, the ultimate effect of all the small touches is to give you (if you want it -- if you're the type who doesn't read quest text and doesn't pay attention to in game events and cinematics) the effect of a slowly dawning realization. Especially as a draenei player, by the time you finish with Shadowmoon Valley you'll realize that not only can't you go home, you didn't -- Draenor isn't the same place you come from.
It's really well done, it's very subtle -- even for Horde players, there are constant little moments that tweak the status quo you remember from books like Rise of the Horde. I like how it's playing out.