They targeted the EVE login server however, and I doubt that is designed for 35-40k simultaneous connections, as to acomplish those conditions, all users on the server would need to log in at the same time. The same is probabaly true for WoW.
The login server for WoW easily and routinely handles an incredible number of simultaneous connections as huge percentages of the player base attempt to log in at the same time, particularly after a large patch. There used to be incredible issues with the login server, but these days Blizzard is an extremely tightly run ship. They know where their money comes from, and what it takes to protect the cash flow.