I'm in a bit of a hurry so i haven't read past page 4, but here goes:
Hmmm...imagine if Jimmy's plot armor is found to be lacking?
That could also tie in with what Zeratul says about "holding her life in your hands, she's our only hope, blah blah" in that cinematic.
My scenario? Jimmy will be hard pressed to spare her and will have this massive, inner struggle that nobody except a few other main characters know about (eg Zeratul and maybe Tychus).
However, when he finally has a chance to kill her he spares her not because Zeratul's prophecy told him to, but because he can't do it.
That moment of weakness is enough for Kerrigan to seize the opportunity and kill Jimmy instead. Extra tragic sauce because, you know, the guy actually couldn't bring himself to do it, she can actually sense this weakness and she kills him anyway. It's this smell of weakness that maybe excites her predatory senses, or maybe she just decides to cut off all ties to her past by going overboard on villainy and killing maybe the one human being that was her "anchor point" to humanity, but either way Jimmy dies at the end of the terran campaign. Plus, she's a woman and they are capable of some pretty evil shit
So, she breaks free, re-asserts control over the swarm and in doing so she amasses the only army big enough to prevent total destruction of the universe by whatever the hell Zeratul is afraid of. That's why she's their only hope, she's rolling with a bajillion canon fodder zerglings that are impossible to completely eliminate and her mad quest for power will lead her into a direct confrontation with the evil Zeratul wants to prevent. She's not exactly being setup, she's just left to her own devices. Why? Well, because Zeratul knows that it pays off to make sacrifices and make Kerrigan stronger, as long as Kerrigan is sufficiently power hungry to go against the greater evil.
So, how does that serve as a lead-in to the protoss campaign? I mean, if Zerg and the mysterious evil force are mutually annihilated what purporse does the final campaign serve? Well, it would be a case of these factions being severely weakened instead of totally destroyed. Meanwhile, the Protoss have bought enough time to come back and mop up. But isn't that a bit dull?
Well, add in some spice and it could work out. Some guilt and remorse on Zeratul's part because he wasn't totally truthful to Jimmy ("damn, i should've told him that bitch is going to kill him, but i couldn't risk saving the galaxy"), some Protoss civil war, some Terran stupidity ("hey the zerg are weak again, let's go attack protoss because we're humans and think short term!") and it will be a campaign with enough challenging obstacles for the Protoss as they are trying their best to finally eliminate Kerrigan for good, but are forced to stray from their target multiple times due to the myriad of smaller issues surfacing.
So, in WoL Jimmy dies and sets the stage for Kerrigan's ascend to power. This will be the "resurgence of a favorite hero with a bit WTF tragic twist in the end" campaign, that will be its appeal.
In HoTS, Kerrigan and the Zerg become a powerhouse, only to attack the mysterious new force head on and break their teeth. The appeal of this campaign is seeing her go ballistic and rise to power by embracing her most primitive desires and impulses, only to end up in a bad position because of them in the end, sort of like a cliffhanger.
In LoTV the Protoss are on a race to finally eradicate both of the threats to the galaxy, but the other races and factions get in their way. The appeal of this campaign is to see the tragedy of the lesser species from the point of view of the greater one, see even this one get tainted by their influence (infighting and power struggles), all the while bitting your fingernails "omg omg omg, are they gonna make it in time or will the UED taskforce idiotically throw a spanner in the works and Kerrigan escapes for another series of expansions?"