I found a workaround for this:
- Open System Settings > Keyboard > Keyboard Shortcuts… > App Shortcuts
- Click on the + to add a new shortcut
- For Applications, select the “World of Warcraft.app” file under the retail folder (/Applications/World of Warcraft/retail/World of Warcraft.app)
- In the field for Menu Title, enter: “Quit World of Warcraft”, it has to be exactly like this but without the " ".
- For Keyboard Shortcut, use another shortcut than the one that closes your game. CMD + Q quit the game for me so I chose CMD + F12 for example.
- Click Done and close System Settings, open the game and test it.