Some of the funnest times in WoW was running Pre BC instances with frineds. Scarlet Monastery anyone? Yah you remember those awsome days of long SM farming for that last piece Herod drops?
Seriously you miss out on a lot of the best content when just solo level, and its true that you learn a lot about your class role while doing these Low level instances.
The funnest part of WoW is when your leveling up. Especially with people you know. Not to mention by running places like ShadowFang Keep, Razorfen Krawl, Scarlet Monestary, Sunken Temple etc... The list goes on. You'll find a lot of great gear you can use to make those quests a little easier.
Also it's a plus in World PVP and Battle Grounds. Man if I had a dollar for every noob I saw in STV and Tanaris that were just wearing ****ty greens from the AH... These people werent even a challenge if you had the sexy blues from SM and other instances.
The point is your missing out on a lot of fun and learning when you rush past these places.
I dont know how it is now though, because I havent played Retail WoW for about 2 years. So maybe finding groups for these Instances is hard to come by. If thats the case then thats sad to hear.