Stepping back to the original topic, if I may, and speaking as a longtime (6 years and ongoing) WoW player…
The root of this belief lies in the pre-BC Horde playerbase. Across the entirety of the game, Alliance characters outnumbered Horde by about two-to-one. Furthermore, Horde characters were often Alts of Alliance players, and rarely-played ones at that, which tended to skew the numbers even further in favour of the Alliance-side. (These numbers varied a lot, bear in mind, but this was the overall. On PvP servers, the numbers were more even, while on PvE servers they often were very one-sided)
The result was that the Horde playerbase tended to take on an “us against the world” mentality. They were the underdodgs, out-numbered at the best of times, oppressed and with their backs to the wall from the “bigger” faction. This tended to then turn into an air of moral superiority. The Horde players were somehow ‘better’ for picking the underdog, less-popular faction. This was underscored by the perception that the Alliance’s playerbase picked their faction for the ‘prettier’ characters; thus reinforcing the idea that Horde players were ‘better people’ for it. It was a self-perpetuating cycle of self-congratulation.
(And, incidentally, not something limited to one MMO. Look at fans of something – anything – that is seen as ‘alternative’ and you’ll see the same air of righteous indignation, the same feeling that, by not being a part of the ‘mainstream’ they are better. I won’t give examples as I know that I’ll start a war, but you get my drift)
This attitude, however, persisted when Burning Crusade hit, despite the massive shift in Demographics. Horde was now no longer so desperately outnumbered, with the ratio now sitting at 60-40 A to H. Furthermore, activity ratios jumped, with Horde players being much more active across all servers, rather then being alts. The reason for this? Blood Elves, pure and simple. In short order, Blood Elves became not only the most popular Horde Race, but the third most popular race overall. (and, on some servers, there were more Blood Elves then the rest of the Horde put together)
However, the Horde playerbase stuck to their guns. They maintained the attitude of underdog defiance and moral superiority born of the pre-BC population gap, still maintaining the idea that they were playing ‘ugly’ races and were better people for it, in spite of the truth of the situation. Maybe it was from an unwillingness to admit that it took the addition of a ‘pretty’ race to make people play the faction, or the vast number of Horde players who rolled new Blood Elves but kept their old characters around, but the attitude prevailed, and has continued to do such to this day.
Now I’ve played both sides heavily. I can say right here and now that, certain attitudes aside, there’s no difference in the playerbase. Neither is more mature or has a greater proportion of underage idiots. Neither is better at dungeons or raids or PvP or crafting or macramé or whatever. Neither is friendlier, and neither has less arsehats. For every “I PLAY SHINY GLOD HERO” Alliance player, there’s a “hur hur lol ebil” Horde one.
The only difference? Horde players think they’re better for there being no difference.