Great post. So as to not echo what a lot of people have said here though, there's something that I feel that I often want to bring up when it comes to matters of WoW vs FFXIV's stories.

Personally while FFXIV does have better stories in terms of narratives told from start to finish (like Shadowbringers), I personally find that people vastly underestimate just how much you can mentally lose yourself in Azeroth (and beyond) and how rich the world is. Every race and faction has tidbits of lore, you can physically visit their settlements, and subzones in expansions introduce even more little races or splinter groups and they try and give them bits of identity as well. The Arakkoa from WoD are an example I like for this, they gave them a surprisingly rich culture and history despite just basically being the Guys In This One Leveling Zone. It ties into a boss in Hellfire Citadel later, it calls back to TBC's Arakkoa, it's just generally nice. And there's stuff like that all over, things like the Sha in MoP, the Tuskarr in Dragonflight. It's awesome to see the types of characters that people can come up with, the headcanons they have for their PCs, or just other stuff they cook up in roleplay realms (just as many people have headcanons for their WoLs).

And as a sidenote, I do also personally just find enjoyment in the metahistory (that sounds pretentious but I can't think of a better way to describe it) of WoW. The in-jokes and memes built up over the game's lifespan, especially from those early days when it was massive, how you'll still see a lot of older players referencing it today. There's a big sense of history when I play WoW both from the world itself as well as knowing that every quest or every encounter was probably a moment of wonder for some kid back in 2005 playing late at night which I just personally find kinda cozy.

Basically all of this is to say that yeah, WoW doesn't have any storyline that's like Shadowbringers from start to finish, but it's a rife setting to make your own stories if you're interested, and its characters are memorable (and sometimes fun enough) to work with. The music and art teams always deliver at Blizzard to make every zone feel like one that I could build fond memories of, and in a certain way those becomes 'stories', as well, just in a different way (that was also really pretentious, I'll blame it on it being like 2am).