Naxxramas needed a starting quest in order to enter it. Lu Li hadn't even done it in his past life.
He couldn't do this Instance Dungeon so there was no point in wasting materials for the starting quest.
This quest was received from the NPC in the Light Hope Chapel of the Eastern Plaguelands. In Silver Dawn, reputation required two Arcane Crystals and one Nexus Crystal to complete the quest and worship was free to enter into.
Once the quest was complete, there were unlimited entries.
For the Instance Dungeon, Lu Li had 40 people from the Alliance enter into it. There were 60 more people outside awaiting orders. These people also needed to do the starting quest, and majority of other people not participating in the Instance Dungeon also needed to do the starting quest.
The market price for Arcane Crystals and Nexus Crystals had been pushed higher and higher. The merchants who had hoarded the right goods made another fortune.