The World of Warcraft Wrath of the Lich King offered players many new opportunities, including a fair number of dungeons, new trade skills, and plenty of new toys for engineers to play with. While there is no research skill in the game, conducting research does work for the alchemy and inscription trade skills. A player more generally wants to research the dungeons, the loot available, and the lore for various parts of the expansion.
The loot will become less important when the Cataclysm expansion gets released, but the lore and trade skill items that a person needs the expansion to make, require him to do Wrath of the Lich King research.