"Exactly why am I supposed to kill 30 of each of these animals? Ooooh you're giving me a gun so I can kill stuff better. /shrug. Okay"

If you remember Borean Tundra, this is EXACTLY why you're expected to do his quests. There's no lore. He's a big game hunter. He hunts for sport. And as his willing apprentice, who wants some rewards for your hard work, you help him do it. Basically, you're not better that the Loot-Crazed Hunters that roam around eastern Borean, if you take the viewpoint of DHETA.

On another note, if you look hard enough and read supporting articles on Wowwiki, or even the WoW official site, you can paint a good picture of any lore. There's also educated guesses that come into mind. For example, Auchindon (since someone already explained it). They're in Mana Tombs, (Mana is a source of energy), they have equipment everywhere, there's mana wyrms (reinforcing the fact that there's some kind of mana ressource there), and the quests from the neutral Ehtereal faction help you dismantle their operation there (incurring that they're harvesting *something*) With this, you can assume the Ethereals there simply have their own, business agenda there.

Sometimes stuff isn't written down word per word what the lore is. If it was, no one would be interested. But since it isn't, you can paint your own picture of what's happening. One thing that helps, is to not storm places like a truck going 200 miles per hour. If you have an 80, or a guild group, run a dungeon at a slower pace, and have someone who knows their lore come along to explain stuff you want to know. Of course, if you're not into lore, then there's no point and you can keep ramming dungeons down for loot and exp.