In World of Warcraft's case, most of the people on your "Friends" list are just other characters you've played with, whereas with Google+, your "Friends" are usually people you actually know by name and face. I think it's understandable why Blizzard's community would be more concerned about revealing personal information than Google+'s.

At work, so I can't look up the references, but this isn't in relation to the friends list, this is in relation to their official forums. Their original proposal, prior to being shot down by the players, was that every post had a person's real name attached to it in an effort to "improve the community".

For general/anonymous discussion, it might not be a big deal, but if you want to talk about one of your characters, then you're still associating the character with your own name.

Yes, that connection could be problematic, but not nearly as big an issue as when people took a developer's name and started posting personal details about that developer (including, but not limited to, where that developer's children went to school).