During the Burning Legion's third invasion, the Knights of the Ebon Blade traveled to the Shadowlands to acquire the Aggregates of Anguish, five tormented essences of powerful souls - Admiral Proudmoore, Soulbinder Nyami, Grand Empress Shek'zeer, Grand Apothecary Putress and Archmage Arugal. Salanaar required these to conjure the Steeds of the Damned for the order's new Horsemen.
That might seem odd or negative to those who aren't currently playing WoW, but it's actually something a great number of today's WoW players have been asking for. As the levels rose in this 15-year-old game that frankly wasn't designed with a 15-year plan in mind, Blizzard encountered all sorts of frustrating game design problems that players have been cranky about, too. The WoW team has already crunched player stats like health and mana down on multiple occasions as a way to postpone fully solving the problem, so this is the culmination of something that has been underway for a few years now.
The final destination of the spirits of the deceased remains a mystery to the priests and philosophers of Azeroth. However, as spells such as [Resurrection] can reunite a dead body with its spirit, and a majority of living creatures from the tauren to the troll shadow hunters claim they can communicate with and call upon the power of the spirits, a widely held belief is that the spirits of the dead remain on the Material Plane — in an immaterial state that can only be altered or contacted through the use of magic.