If you click on a banshee in Warcraft III several times, eventually it will say "There is no banshee, they is only Zuul." Or, could it really be saying "There is no banshee, there is only XUL"?

Since a banshee is a mythical creature much like a Phoenix and a Chimera are, could this mean that the Warcraft III banshee is actually some secret XUL-based browser in disguise?

The chances are not zero.