Magni is currently in the heart chamber with MOTHER, and has no knowledge of the current situation in Nazjatar other than we are there handling it. He doesn't know Azshara's plans. Why would he randomly show up there? He didn't show up to do or say or help in anyway with G'huun, why would he show up now? And even if the player character, or the other characters present, had an opportunity to reach out to Magni, why would we/they? We were right in the middle of a massive battle with Azshara, so it's safe to say everyone was a bit distracted with trying to stop her, and not exactly concerned with stopping in the middle of it to make a phone call to a rock who is of no use in a fight.
Sylvanas has not been present in Nazjatar at all, why would she show up suddenly? We also don't know what the mission was that she sent Blightcaller on, or that he is even in the area anymore. Last we see of him, he literally just walks off into the water after we first arrive. We have no idea where he is right now. We don't know what they have planned for Sylvanas, Blightcaller, or the dagger, and them not being apart of anything after the water opened points to them being busy elsewhere.
So yeah, having any of those characters show up would have been hamfisted as fuck.
You seem to be confusing you're disappointment with the story not playing out like you had imagined it would in your head, with the quality of the cinematic.