WoW Wiki / Wowpedia says that World of Warcraft had a native Linux version during the alpha/beta stages, but it didn't make its way to the final release. This Linux port was made by Linux Game Publishing in partnership with Blizzard. Despsite this, files related to a Linux version were present up to WotLK in the MPQ files.
Now: why WoW doesn't have a native Linux version today? Linux is now more popular than in 2004, has a large gaming community...