Could always argue that he loved the Alliance under King Terenas, but after what Arthas did and the way Gilneas ignored Lordaeron's plight, he simply cannot support the current one. It would make Genn's vendetta against Sylvanas all the more personal, because now he's an enemy of "both" of your dead royalty leaders, past and present.

For those not up on their lore, Gilneas hid behind their wall twice.. during the events of Warcraft II, until the orcs attacked them, and only THEN did they join the other humans; and for the entirety of Warcraft III, when the Scourge was destroying the rest of the continent. Seeing as how Lordaeron was affected the most by both of these decisions, and it's former residents are either dead or undead now, it makes perfect sense that the Forsaken would still have issues with them.

Genn Greymane acting like such a 'patriot' for the Alliance since the events of Legion is probably especially galling to them. Where was that attitude when Arthas was killing them all? And now with the BfA cinematic, he looks to be the one encouraging war to Anduin..

Just some thoughts.