Being Mages just doesn’t seem to fit with the whole idea of Tauren, as a group of religious, nature-loving nomads.
Beyond the fact that they’re in the Horde with Mages of other races, there’s nothing else, historically or otherwise, that really links them with the use of arcane magic.
The only connection they have is Druid Lunar spells, some of which are classified as arcane damage but that’s more for game mechanics than anything else.
Don’t worry, Soon Activision will decide to end racism inside WoW and will allow any race to be anyone because everyone can be anyone in today’s world and we have to break barriers and introduce equity. Soon goblin paladins and tauren rogues will happen. Just let them finish the anti-sexual harrassment thing they have going on now.