In no place is this more clear then the Lost Isles, where Thrall is inexplicably sailing under Horde colors with an Orcish crew despite having already set aside his mantle as Warchief. Then it ended by implying Garrosh had something to do with the Alliance trying to capture him, a point which has yet to be reexamined in any form.
To be fair on the former, it's not as if Thrall could've called up the Alliance and asked if he could borrow one of their ships. And it was probably personal preference/reassurance that kept him from going with a Steamweedle vessel.
The latter, though, I'll absolutely agree; that was nothing more than a giant cliffhanger that never lead anywhere in Cata's lifetime (if at all... Still haven't got a Horde toon to do Dominance Offensive quests on). Hell, Cata had at least one other glaring unresolved cliffhanger: Magatha Grimtotem. By the end of Thousand Needles, we just essentially handed her the keys to unleash armageddon on half a zone, she tells us she'll treat us as KOS the next time we meet her, and... That's it. No further mentions of her at all in Cata. No telling us who (if anyone) she's teamed up with. Hell, Dragon Soul would've been the perfect opportunity to bring her story to a close by, say, turning her into the penultimate boss, instead of some Hammer commander we'd never heard of before or since.
And, yes, I do understand that Blizzard does have to leave in some initially unresolved plots. The problem is that they frequently seem to be left to simmer until we're well past the point where they were relevant, then suddenly reappear and expect us to remember just why the hell we're even fighting them in the first place.