I've been thinking about this question ever since I've started GMing a Savage Worlds campaign for my kids. When I laid out the ground rules for the pulp-style campaign, one of them asked what happens if their character dies. I told them that if a character dies, the character isn't coming back. They'll have to start with a new character with an appropriate amount of experience for the group.
In an MMO such as WoW that concept of permanent character death goes against one of the core tenets of the game. The entire point of raiding is to attempt, wipe, and attempt again until you manage to down the boss. The raids, instances, and group quests are designed with that in mind. If you're appropriately geared for one of these scenarios, there is a great likelihood of your toon dying at least once. And don't get me started about PvP, given that the entire point of a lot of PvPing is to "gank before you are ganked."
However, trying to switch gears and play a pencil-and-paper RPG can be a bit jarring. Even for my kids, who play Wizard 101 and the LEGO family of video games, your toon always came back. To say that it doesn't, and you'll just have to live with it, took some getting used to.
(Or even trying to play an older CRPG such as Baldur's Gate I/II, where you learned to save right before each battle because if you lost your main character, it was game over.)
Coming from the "permanent death" background, it took me a good long while to get over my toons periodically dying. Conservative play? Ha! I played at so glacial a pace that I didn't move into the Ghostlands from Eversong Forest until my toon was high enough level that all of the enemies were green in difficulty. Obviously, I got over this playstyle once I started getting ganked with regularity in (pre-Cata) Tarren Mill, but vestiges of the "take it very slow and don't ever ever ever rush in" style remain.
If I were a WoW player first, I'm not sure if I would ever make that leap to pencil-and-paper RPGs. Not because of the technology, to be honest, but the fact that my (essentially) immortal toon created unrealistic expectations about what PNP gameplay was like. However, I would also have expectations that the Big Bads in a PNP campaign would require specific capabilities to be used at specific times, and that my party members would be required to maintain a certain level of damage output. That's a ludicrous expectation, but if you look at WoW or LOTRO or Rift or any of the other MMOs out there, this is the design reality.
In a pencil and paper RPG, story matters.
Sure, you've got your hack and slash campaign nuts out there --"You enter the door to the room and inside you find three red dragons!"-- but to the majority of people who play PNP RPGs, campaign plots as well as the interaction between PCs, NPCs, and the game world are a big part of why they play RPGs.
I'm sure there are plenty of other lore nuts out there playing WoW (Hi, Rades!), but I've known far more people who play WoW who really don't care too much about the story at all. Just give them something to kill, and they're happy. Raids? BGs? It's just a 2011 version of Wizard of Wor or Super Mario.
"Hey, so this is where Millhouse Manastorm got to!" I exclaimed when I found him in Deepholm on Neve.
"Who?" a guildie asked.
"The Gnome you ran into at the end of the Arcatraz, the one whom the Sha'tar sent you to rescue."
"lol Q, I don't care. I just want to push buttons and kill things."
In a PNP RPG, however, it does matter because your party has to figure things out and decide what to do. There's always a different way to skin a cat in a FTF RPG, while the technical limitations of an MMO dictate that you can't deviate from a specific quest goal.
Heard around Azeroth:
(Two clothies and Quintalan (me) reached the Alliance flag. I'm the only plate wearer and we all have about the same Resilience, so I grabbed it. We hit the tunnel just as a Prot Warrior made it to us.)
Warrior: Give it to the mage.
Mage: No! Don't give it to me! You take it!
I tried to drop the flag, but because I'd been screwing around with my key bindings --and let's face it, I rarely carry the flag in WSG at all-- I'd deleted that button by accident, and popping a bubble was on CD.
Warrior: Come on, drop it!
Me: I'm trying, my bindings are screwed up!
Mage: Fuck it, just go!
We headed straight out the door and blasted our way through the first wave of Alliance players. The second wave consisted of two Holy Pallies and two Rogues. The Resto Druid with us did his best to keep me up, but I eventually died. However, just as I died the Censure DoTs killed off the Rogue that was on me. The Prot Warrior scooped up the flag and raced up our tunnel to cap it.
Me (from the graveyard): Well, that's one way to drop the flag.
Warrior: Hey, it worked.