Try changing it directly from the config.wtf file in the WTF directory. I just fired up Vanilla WoW about a half hour ago... saw it was defaulting to 1024x768 and made the change manually in the config file, just for giggles to see if it would work. It worked perfectly... 1920x1080.
Well, it's at least worked up until the login in screen. I'm waiting for my kids to go to bed before attacking the character creation and tutorial stuff... so I can't make any promises it'll work once you're actually in the game. (Update: Yes... setting it manually in the config file sticks once you're in the game and also survives exiting out.)
(It's literally been over a decade since playing retail WoW. My boss actually told me about EP today. Yes, my boss.)
