The draenei have a lot of unresolved issues.
For starters, they're stranded on a strange planet called Azeroth, after having just barely escaped Outland. They lived on Outland (back when it was called Draenor) for a few hundred years, time enough to start thinking of the place as home. Then it was taken from them, and their people nearly totally exterminated. Their escape to Azeroth was an accident, crashing here because their ship was sabotaged by blood elf servants of Kael'thas Sunstrider.
So let's look over things. In the past few decades the draenei have seen formerly amicable neighbors turn bloodthirsty, demon-addicted monsters. They endured the near-total extinction of their people, hiding in swamps and bedraggled refugee settlements, seeing many of the survivors mutate and lose their connection with the Holy Light. They saw roads made out of the bones of their people. They only escaped by stealing back a dimensional ship from people they'd never really seen or heard of who still helped try and kill them. And as soon as they arrived on this new planet they found out that the Burning Legion (the very same force that is trying to exterminate them) has already been here.
This is a condensed list, of course.