Wrath of the Lich King had a pretty dark ending, which I suppose makes sense given that it was a pretty dark expansion. We journeyed to Northrend, lost many friends and allies, and fought our way to the top of the Frozen Throne to finally defeat Arthas. The once Prince of Lordaeron actually defeated us, but Tirion Fordring struck out of his imprisonment in the end and shattered Frostmourne, releasing the many souls within, including that of Arthas himself. Overwhelmed by the surge of true emotion, both fear in the fury of the recently-resurrected heroes he had meant to enthrall and presumably also a sense of guilt for what he had done (not to mention that he was incapacitated by thousands of vengeful ghosts,) we struck him down. Yet that was not the end of the Lich King. Arthas was dead, yes, but the Scourge could not be destroyed. And so Bolvar, who had spent a year being tortured by the Lich King and yet never succumbing, never becoming a Death Knight or whatever Arthas intended for him, took the Crown of Domination, becoming a new Lich King - one who would serve as a Jailor of the Damned, and, hopefully keep the Scourge confined to Northrend, never to threaten Azeroth again.
But there was a lot of ambiguity to that ending. Bolvar freezes himself into the Frozen Throne, much as Arthas had been following his battle with Illidan. But we don't really know what will happen. Bolvar has advantages that Arthas did not have - his body was burned but thereby preserved by the breath of Red Dragons. Unlike Arthas, he still retained his soul. Bolvar never fell to evil the way Arthas did. Bolvar has always been heroic and righteous, protecting Stormwind while Varian was missing, raising Anduin as if he was his own son. And he proved that he had an iron will during his year-long torment.
Yet the Crown of Domination - the essential remnant of Ner'zhul and the core of the Lich King's being - now rested on his head. A year was one thing, but an eternity? Who is to say whether Bolvar could resist the Lich King's will.
Or perhaps we've misinterpreted things. The Lich King might not really be a separate entity from the bearer of the crown. Ner'zhul was the original, but his mind was consumed by the stronger will of Arthas when the young prince put the crown on his head. The Crown might simply imbue the wearer with power, rather than having a will of its own (at least once Arthas consumed Ner'zhul.) So perhaps there is nothing to worry us about Bolvar other than the relatively mundane corrupting influence of simply possessing power - something that Bolvar, if anyone, would be able to resist.
But then, why must there be a Lich King? We are told by Uther's ghost that without a Lich King, the Scourge would run rampant and consume all life. Was that not Arthas' goal anyway? How is the Scourge under the Lich King the better option?
Charitably, one could ascribe some redeeming characteristics to Arthas - that even after losing his soul and cutting out his own heart, there was still a part of him that didn't want to end the world, that didn't want all life to be overrun.
Less charitably, Arthas might have just been thinking longterm. Without new life, the Scourge is forced to simply recycle dead things that keep decaying. Arthas might have merely been environmentally conscious in a way, preserving renewable resources of the living by allowing the Alliance and Horde to survive, and even poking and prodding them to make sure there's someone to kill and raise all the time, while not pushing fully in and just killing everyone. Sustainability is a real concern for the Scourge. Look at the Forsaken. Sylvanas is worried that her people will simply die out, and eventually they won't be strong enough to keep the humans from simply rolling in and retaking Lordaeron. So she has been pushing more aggressively into human lands - partially to create a buffer zone, but also to just get more raw materials (dead-ass humans) to create more Forsaken.
A Scourge without a Lich King might just go totally rampant and kill everything on Azeroth - which is a terrible scenario for the Scourge. A Lich-King-less Scourge would be susceptible to something resembling the Tragedy of the Commons - each petty Scourgelord would want - either instinctively or intentionally - to amass as many followers as possible, and soon enough, there's no one left alive to raise.
In an odd way, this makes the Lich King kind of like a regulator - just a necromantic one rather than an economic one.
So maybe the worry is not that Bolvar will turn evil, but that he will prove ineffective in reining in the Scourge.
For the sake of argument, let's imagine that the Scourge is not so much a giant hive-mind, nor a bunch of drones whose every actions are directly controlled by the Lich King, but a group of individuals of varying intelligence and agency that all have a natural impulse to kill and raise the dead (we know that Death Knights, even the redeemed ones, have a powerful addiction to causing pain, and suffer horrible withdrawal if they don't.) They all want to kill and raise the dead, but the Lich King controls them and decides just how they go about doing that, and to whom. If it's not a hive mind, and the undead have some weird variation of free will (in that they can control their actions, but their desires are supplanted by the ones instilled in them by being part of the Scourge,) then the Lich King is more of a true political ruler, with responsibilities to his citizens.
Arthas was able to keep the Scourge fighting and thus raising the dead, and was thus quite popular as a leader. The Scourge thrived under his leadership for a long time, fending off Illidan and thus totally breaking away from the Burning Legion. Arthas kept things fairly stable, keeping them in constant combat without losing ground (with the Scourge desires, constant war is as appealing to them as constant peace is to us.) Ultimately things fell apart, perhaps because Arthas' plan to gain us as incredibly powerful lieutenants failed (and lest you think that makes him seem incompetent, I'll remind you that it was a literal miracle that the plan was foiled.)
Bolvar, on the other hand, can't possibly be popular among the Scourge. His approach has been to simply shut things down - no warring, no killing. He describes himself as a jailor, while his predecessors were Kings. We get a very brief glimpse of it in the Eastern Plaguelands, but it's clear that there are factions splitting off. A small number of Scourge begin to follow a Nerubian named Ix'lar, who claims that the Scourge will rise up under him. That... doesn't bode well. If one random Nerubian guy is able to get a following among the Scourge in defiance of Bolvar, then you can bet there will be other factions springing up.
And then there's the Cult of the Damned. Even if the Scourge were constantly under direct mind control of the Lich King (which it looks like no,) the Cult of the Damned are mortals with free will who just happen to revere the Scourge. And with a changeover in leadership, it doesn't look like the Cult of the Damned reveres Bolvar the way they did Arthas.
This paints a fairly interesting picture of our future dealings with the Scourge. The next time the Scourge becomes a major threat that needs to be dealt with, it might be the Lich King himself who comes to us for aid.
(PS: If the Knights of the Ebon Blade are looking for a purpose, I think being enforcers for the Jailor of the Damned and fighting renegade Scourge would be a totally badass one.)
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