In wow your character is but one of many heroes,so its ok for the story to just throw you into danger like and expandable commodity. It wont matter if you get your head lobbed off and guts ripped out cause hey..there are hundreds of others to take your place. In FF14 each shard has only 1 warrior of light or in the 1st case 5 warriors of light. So dashing off head long into danger with no thought or consideration especially seeing that warriors of light are not replaced with in any reasonable time frame would be foolish. The story writing for both games takes this into account, even WoW's own devs have said your character is but one of many heores.