I have to ask though--what, pray tell, you think was their alternative? They'd been on the run for eons. Eventually, there's going to be nowhere left to run. Somewhere, at some point, they were going to have to stop and make a stand, and what better place than a verdant paradise with plentiful natural resources and a strong, vibrant race of naturalistic warriors? Just how many completely uninhabited worlds capable of sustaining life do you think there are?

Velen might well have decided that the alternative was the greater of two evils. Yes, it sucked mightily in the interim for everyone involved, but ultimately? I don't think you can argue that the Draenei are worse off now, in Azeroth, than they were before they landed on Draenor. And even as hard a road to tow as the Orcs have had, they're far better off having come to Azeroth too. (As to what the future holds, that's subject to a bit more debate.) You could make a fair argument that neither race would be on Azeroth if not for the Draenei landing on Draenor, and thus would have been worse off.

Also, along the lines of prophecy: what if the ordained Army of the Light that the naaru spoke of is not just the Alliance, but the combined might of the Alliance and the New Horde? Perhaps all those awful things had to happen in order to get both races to Azeroth to play their part, and that may have been why the naaru guided Velen to Draenor in the first place. Keep in mind that when we're dealing with beings who are eons old, they are not thinking in terms of small steps here and there, and individual tragedies--like someone said on page one, this is a massive chess match that's been going on almost from the beginning of time. There's some real food for thought.

Also, something I forgot to add: Each time Kil'jaeden caught up to them, the naaru gave Velen more gifts to protect his people. Velen might well have thought things would go differently on Draenor, that they were strong enough to win that time if the worst came to pass.

Quest in Nagrand as Horde. Or read lore. Or read the article you're commenting on.

The Draenei crash-landed on Draenor. They had no choice of which planet to land on, or whether to land at all, because it was a crash-landing. When you crash, you rarely get to take a look at the pros and cons of your possible destinations.

Kylenne is also 100% in identifying why the Draenei continued to flee Kil'Jaeden and why they didn't just assume that Draenor was a death trap.

Also, @Kylenne, I seriously doubt the New Horde as it stands currently will be part of the Army of Light. Lore currently states that the Light has abandoned the Forsaken (hence the name) and the day cannibal Trolls and green-skinned Orcs become paladins is the day that... well actually, I guess Metzen could just forget some shit again and rewrite everything... Meh, anything's possible.