There are four stories that are in fact the only ones in existence of this type. I know, I've looke. No one's written that sort of story. And there are four of them now, And three out of the four are posted here, while the fourth is posted only in a preview form here.
That would give you the answer.
The other answer is this. Being the Lore junkie I have to be. And I have to be one in order to write said four stories to make them have some sense within the concept of Warcraft as a whole and still counter Chris Metzen's plot red ring of death that was the end of Cataclysm as the alternative, and plausible alternative to the Dragon Soul raid, one that still puts Thrall on his holy Green Jesus pedestal that Metzen likes...
I shall give you the in game answer.
Something tells me, you've never rep-grind with the Klaxxi. Have you? Then let me educate you. The Klaxxi are a faction of Mantid, who state by the end of the rep-grind that they are still loyal to the Old Gods. They are specifically loyal to Y'Shaarj, the seven headed Old God the Titans actually slew, and who's dying breath created the Seven Sha Primes. However, the Klaxxi challenge the Adventurer, as in the Player Character, or Toon, and for me, my Blood Elf Shadow Priest, to go and kill their queen. Their queen was being possessed by the Sha of Fear.
Now, why would the Klaxxi, who still are loyal to Y'Shaarj, an Old God, would ask you to slay their queen who was working for the Sha of Fear?
Because according to you, the Sha are a part of the Old God forces.
They are not. They are a final curse upon Pandaria from Y'Shaarj, and a good reason why the Titans cannot destroy the Old Gods completely. As stated by Kil'ruk the Windwreaver...
"Our Gods were many, and powerful. We mantid worshipped the seven heads of Y'shaarj. Great was the Old One, and terrible was His wrath. He consumed hope and begat despair; He inhaled courage and breathed fear.His last terrible breath has haunted this land ever since, but the shadows he left behind are mere whispers of his former glory."
Though the Klaxxi are loyal to this one Old God, they still ask you to stop one of his Sha. Why? Because the will of the Sha goes against their culture. They follow an Old God, not his curse. The Sha asks them to Swarm when they know it is not time, and so the Sha is a danger to their society.
To state that why would a servant of an Old God go against another is to state how much you do not understand what the Old Gods are. They are a chaotic force. They war with each other. To be allied with one another goes against the chaos they wish to create.
They glory in bloodshed. They kept the Elemental Lords constantly warring with each other despite the fact that the Elemental Lords worked for them.
Does this clarify the idea of being a part of the Old God forces and still being against one of their curses?
Now, as for the actual reason why NELTHARION and not Deathwing would want to go after the Sha. Go read Pandaria: Rise of the Sha. At this time, I am just getting to destroying Theramore. And spoiler alert, Neltharion is there to defend Theramore. Why? Because it's his home. Why is it his home? Because by the end of the other stories, Theramore has proven to be the only place on the planet where the people actually want him here.