Games, even violent ones, frequently create situations where it is easier to create than destroy. Well, no, it is easier to delete a level-capped character than to build one, but in the normal course of MMO play, even your most destructive actions tend to build rather than destroy.
In the modern parlance, “RPG” means “character advancement.” This is what you are building. While your actions on-screen involve stabbing things and setting them on fire, everyone you kill gets better within 120 seconds while the experience you gain is permanent (outside old-school EQ). You earn money faster than you can reasonably burn it, and some games include character advancement while you sleep.
Are there any in-game actions that would actually harm Azeroth? You could hack the servers, you could reduce Blizzard’s revenue by being enough of a jerk to drive away players, but could you actually destroy Stormwind, defeat the Horde, or even permanently kill a single wolf? The worst you can do is throw away your own advancement or impede others’ in limited ways.
Everywhere else in your life, building is hard. Left alone, things fall apart. Reality is a treadmill, where your house and body need maintenance just to avoid getting worse. Bullets are cheaper and more effective than equipment for keeping them out of people. Kipple accumulates. It can be pleasant to pretend that things out of sight remain as they were instead of atrophying and decaying.