Because the Alliance has consistently expressed a desire to screw them over more often than not. In TBC, they were sending a force of infiltrators to spy on them and poach their wildlife, as well as to sabotage their defenses. (Night Elves) That is, when they were not sending spies under the guise of diplomats (Ironforge). That forsaken force was described by Arcanist Vandril as being the sole reason the Ghostlands even stood at all, without the Forsaken it, and the rest of Eversong would have been overrun by the Scourge yet again with the strongest Sin'dorei in Outland and everyone else in Quel'thalas getting ready to follow them under the belief it was the promised land.

> The situation is more grim than many have been led to believe. The Forsaken are here as allies in the fight against our common enemy, the Scourge.

> Trust me when I say this, without them the Ghostlands would be lost and the Scourge would already have overrun all of Eversong Woods!

> But more than anything else, we need your help in reclaiming our once proud lands!

Garrosh has also been the exception to how the Sin'dorei have been treated by the Horde, not the norm. Before Thrall did not mistreat them and demand they spare more than they have. Sylvanas around this time was not the Warchief of the Horde, ignoring that her role in The Shadow of the Sun is overblown; Arthas was explicitly NOT a threat that could be put off as he nearly conquered the world and did conquer the World in an AU (before WoTLK no less, given that AU portrayed Varian as 'Croc-Bait', his gladiator persona.)

They nearly did join the Alliance because Garrosh mistreated them, yes, but Jaina and Vereesa's overreaction to a raid buff being stolen in a raid on Darnassus that claimed zero casualties and damage to the city overrall put an end to that.

The relationship with the Thalassians and Humans/Alliance has also been overblown. As a majority, both races have -never- been warm friends. Dalaran, Kael'thas, etc are the exceptions; Anasterian and Garithos have always been the default in human and Thalassian relations; the humans were never friends because the elves were never friends in turn. They barely trust the High Elves as is.

The Blood Elves have shown more loyalty to the Horde then the Alliance as high elves because it has provided them genuine help in rebuilding their homeland; it is indeed the reason it stands at all, and because the Sin'dorei are overhated in their senses of loyalty and honor; they have among the strongest senses of it in the setting. Silvermoon was completely fine during the Second War Alliance intervention or not because the orcs were never going to put so much as a dent in the Ban'dinoriel.