You can't see this player because they are in a different phase. Sanctuaries include Oribos, and the major hubs in each zone.

However, it seems that Blizzard has changed how players can phase themselves in the Shadowlands, making it so that you will only join a party member's whenever you enter a sanctuary. Often times you would see a friend and/or guildy ask for a Phase hop, or join random LFG groups in order to phase zones.

Join a phase where there's less players or competition for spawns.

Join a phase where a rare mob had spawned.

Find party members to complete World Quests.

Group with their friends on the same quest.

Too many Alliance or Horde in War Mode.

Throughout Battle for Azeroth, there were many times when people wanted to Phase to another version of their zone for any reason including: Pugging World Quests using the LFG Group Finder to pug is now much much harder, as you'll have to head to a Sanctuary before you can join the correct phase of your party! Blizzard has changed the way phasing works in the Shadowlands, forcing players to return to a Sanctuary before the game will update their phase to join a party member.

World quest tracker group finder