For lore nerds, like myself, here is the complete conversation and the reason why Naxxramas is where Naxxramas is. Enjoy!
Inquisitor Hallard says: Stand back, <name>, the beast might lash out and harm you.
Inquisitor Hallard says: GODFREY! Hear me, fiend! Hear me, for I am the Light, here to deliver you from evil!
Mayor Godfrey growls.
Inquisitor Hallard says: Good. I have your attention, then, Godfrey?
Inquisitor Hallard says: We can do this in one of two ways, Godfrey. First, I will simply ask you to tell me what the unholy markings etched upon the pages of this tome mean. What say you?
Mayor Godfrey hisses!
Mayor Godfrey says: Tell you nothing, preacher.
Mayor Godfrey says: What can you do to me that Kel'Thuzad has not? That the Lich King will not?
Mayor Godfrey says: The book is your salvation, yes... but nothing will you know! NOTHING I SAY! NOTHING!
Inquisitor Hallard says: Then it is option two.
Inquisitor Hallard says: I say a prayer for you now, lost soul. May the Light take you gracefully.
Inquisitor Hallard says: Let the sermon begin.
Inquisitor Hallard says: The power of the Lich King pales in comparison to the glory of the Light!
Inquisitor Hallard says: BURN IN HOLY FIRE!
Inquisitor Hallard says: Do not fight me, fiend! The time of your atonement is now!
Inquisitor Hallard says: BURN IN HOLY FIRE!
Mayor Godfrey says: IT BURNSSSSS!
Mayor Godfrey says: The pain is unbearable!
Inquisitor Hallard says: BURN IN HOLY FIRE!
Mayor Godfrey says: IT BURNSSSSS!
Inquisitor Hallard says: I thought you would see the Light, Godfrey... Now speak quickly, fiend. What does it say?
Mayor Godfrey says: It tells of the coming apocalypse. How this world will burn and be reborn from death.
Inquisitor Hallard says: RUBBISH! Godfrey do you take me for a fool? Do not spew your Scourge propoganda at a man of the Light, heathen! Speak now or I will have the peasants craft a holy water bath and dip you into it like a dog with fleas!
Mayor Godfrey says: NOOOO! I tell you! I tell you everything!
Mayor Godfrey says: Humans... Beneath the earth of Wintergarde Village you built a mausoleum! Why do you think Naxxramas attacked that spot? Thel'zan hides deep in your own crypt and sends a thousand-thousand corpses at you! Perish you will...
Inquisitor Hallard says: What? There is a mausoleum beneath the old village? What fools we are to not have noticed! We will find and strike down your master now, Godfrey. We will end this nightmare.
Mayor Godfrey says: How? Humans truly are stupid, yes? Thel'zan the Duskbringer! Thel'zan the Lich! He who is born of human flesh and bone, sacrificed all for power, protected by the Lich King!
Mayor Godfrey says: You cannot stop Thel'zan! He bears the dark gift, bestowed upon him by the Lich King himself!
Inquisitor Hallard says: You let us worry about how we kill the monster, Godfrey.
Inquisitor Hallard says: Return to Halford with the information that the good mayor was kind enough to submit, <name>. I will finish here and squeeze whatever else this wretch might know about Thel'zan. Now, I will show Godfrey the rarely seen "option three."
Inquisitor Hallard says: Let's you and I have a chat about some things, Godfrey.