They saved the people of Stormwind, and not only did it cost them their lives, but then their bodies were taken by the invaders and desecrated into Undead, used as unliving weapons possessed by Orc necrolytes. In life, these heroes fought the Orcs to a standstill and even drove them back at times. In death, their debased frames were the first death knights created by Gul'dan the warlock.
They earned heaven and were instead given hell. They were the Brotherhood of the Horse, the finest knights and warriors the Kingdom of Stormwind had to offer. Their greatest leader and last member died on Blackrock Mountain, and since his death, no one has raised their banner. They gave everything to save their world and received only a mockery of death in return.
Before this fate, however, they served their kingdom as its most elite -- the best soldiers it had, the most feared military force humanity could then muster, and they proved it time and again. During the First War, the Orcs learned fear when they heard their horses approach and died battling against their lances and greatswords. It was this prowess that made them the targets of Gul'dan's ire.