Ok, so I see a lot of amazement over leaving an instance that is built "outside" and seeing Azeroth "unloaded" and somewhat different.
So Ill explain why it happens.
When Blizzard creates an instance, it can be either Indoor or Outdoor, and a good example is: Kara/ZG: Outdoor | MC/TK: Indoor
Got it?
K.
Surrounding an Outdoor instance is of course the world that would be surrounding the area if it weren't instanced. You may ask "why?" Well stop asking questions while I'm trying to explain things, I'll get to that.
Having the instance in an unloaded world creates 2 things:
1. Realism
2. Easy design
Realism: When you leave Zul'Gurub, you shouldn't end up in space. ZG isn't in the sky, is it? So when you leave ZG or Kara or Naxx or BWL, you're in the respective environments. You shouldn't BE leaving them, but you also shouldn't be reading an MMOwned forum saying "But we shouldn't be leaving the instance and exploring the uninstanced world around it".
Design: The design perspective of this has a good few reasons that it is a good idea. First off, the general feel of an instance right down to the fog color, skybox, ambience and even color sets can be easily set just by building that instance in a cutout of the area around the outdoor version of the instance. It saves a lot of time. Second, it's customizeable PER AREA. Naxxramas is a very good example of this. I'll list why.
Naxx: When you leave Naxx by the entrance, you'll find an unloaded cutout of EPL. Same theme, and the isntance is supposed to be in EPL floating above. Makes sense. Now, when you leave the END of the instance, you'll be in Winterspring. This is for pure ease. It's already set to have a cold feeling. Your breath shows in front of you and your Night Elf Rogue has 2 new buttons on her shirt (Joke). They don't have to go and recreate the area to use to build the map in.
ZG: If you leave ZG, you're in Stranglethorn. Pretty simple idea behind that.
Kara: When you leave Kara, you're in a cutout of the area around the tower. Deadwind Pass. I can't actually remember the area name but I'm almost sure that's it. :P
You got the idea? Yes, you do.
These "cutouts" I've talked about are giant chunks of the world where the instance is supposed to be located. They're all about the same size, with the exception of Naxx. WS has to be pasted onto the Naxx area. So when these are cut out and made into an instance, parts of other zones might get in the chunk. Completely normal, happens every time. When you leave Kara, you can find Blasted Lands, Zul'Gurub and Duskwood. They're all unique looking and cool... fun to explore. When you leave ZG, you'll find bits of Deadwind, Blasted Lands and Duskwood. Of course a lot of Stranglethorn.
These areas are highly likely to have their models put in. Trees and buildings and such. Their texture palette might be changed (as seen in Kara).
Hopefully this enlightens someone, it enlightened my fingers on how much typing hurts after a while.
~TheDipper