They made the rest of the worgen far too anthro for then to not have tails :< then again I'm still annoyed about the changes they made to the female worgen, they were so much nicer originally.
Maybe one day with updated character models they will fix it...
Link
Zehan
Taurens have tails, pandarens have tails, even draeneis have one
Blizzard have interesting character designers .-.