This campaign is realistic. In the real world, good doesn't always triumph over evil. Some tyrants never had to endure any sort of punishment for what they did, and even if they did it was nothing compared to the torment they made others endure. Just because you are guided by justice, desire to protect your loved ones or simply to do the right thing it doesn't mean you will win.
I am also pissed at the ending. But I like to think that in the nearby future Sargeras sees what has happened and decides to cleave Azeroth in half. I would like to see all that great power that Furion stole be of any help as he suffocates due to lack of air. That or Malfurion causing all that destruction actually released the Old Gods from their prisons and they torture him for centuries until they get bored and drive him into madness until he kills himself, and then they raise him as a puppet and Furion is trapped in a body that he can no longer control. Poetic justice if you ask me.