World of Warcraft: Shadowlands

Given the context, this has bothered me way more than it should and I think was the thing that pushed me out of the game. I just don’t understand what Shadowlands is. Why are there road signs in the after life? Why are there creatures there? Were they creatures on Azeroth that died? Why is there a landscape in the afterlife, much less multiple different biomes?

I mean I get it. WoW is full of silly things like that, and after playing pretty hard core for four years I was overdue for taking a break, but the Shadowlands lore didn’t help.