@Throm

Actually the conquest of Gilneas has a strong reason behind it, it's a powerful strategic point in a mostly Horde-dominated region (Northern Eastern Kingdoms), granted the races that dominate the region (Forsaken and Sin'Dorei) are hardly trustworthy by Horde standards, the Gilnean Peninsula, however, would provide the Horde with a strong Port location to proceed with the naval bombardment and deployment of troops throughout the Western Border of the Southern Eastern Kingdoms, thus allowing for rapid naval and land warfare without the need of lengthy air or sea transportation from Kalimdor.

Simply put, the Conquest of Gilneas gives the Horde a stern hold over an entire half of the Eastern Kingdoms and the ability to strike the entire southern half by Land, Sea and Air with no drawbacks, it's the perfect assault plan - And not necessarily Thrall's idea, it definitely came from the higher ups in the Horde's military division (Kor'kon or even Warsong Clan) but we have no idea if Thrall came up with the plan.