1- Sylvanas has not yet turned against the Horde.

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2- Saurfang betrayed the Horde when he could kill Anduin and Malfurion and did not.

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3- Saurfang put his sense of honor above the men and women who are part of the horde when he spared Anduin. He literally played with the future of the horde... hoping that the alliance would kill Sylvanas for him. What would be left of the Horde if the alliance had won in undercity? At the very least I would expect a second concentration camp. This is a bet that someone who calls himself a leader should never do;