There's also a story behind how the signatures were delivered. [1] However, I'm not sure that this video explains the 'psychology' behind it.

In a wow-related podcast a few months back [sorry no link], Mark said that he wanted to deliver all the signatures in physical form on paper since that's a tactic that Blizzard itself had employed when selling their game packages back in the day. In a nutshell, the weight of something makes it feel more valuable. And in the case of 260,000 signatures, it doesn't just sound big in your head, but actually has a substantial weight in physical form.

[1]: https://www.youtube.com/watch?v=vS4g2rkZwLI