Isn't the point of the army also that it is not supposed to attack the city proper. It is supposed to cause havoc in the surrounding area so the city gets swarmed by terrified refugees and Gortash is granted more power to deal with the supposed thread - that's what most conversations with Gortash point to - overheard or otherwise. Intercepting it makes little sense. .... but dealing with the aftermath of that army once the Elderbrain has caused all of them to transform should be a fun clean-up process for the months to come. *coughs*