For Lore Purposes, i think these two cards are best looked at seperately.
Siltfin Spiritwalker is just a Murloc Shaman. Murlocs have a strong connection to the Water, as they came from the deep ocean and are just now advancing to the coast of Azeroth. Having such a strong connection to the Water, there are a lot of Murloc Shamans who use water magic to their advantage.
There is no lore connection why Thrall would be using Murlocs in battle.
Infact, when he founded Durotar and Ogrimmar, Murlocs on the coast were such a strong force that he teamed up with the Darkspear Trolls to combat them.
But still because this Card is a Shaman of another race it makes sense and is inline with other class cards, like Steamwheedle Sniper or Sorcerers Apprentice.
Neptulon the Tidehunter is one of the four Elemental Lords and he rules over all Water.
Why is he a Shaman card?
Shamans command the elements and elementals for their cause, and he is the leader of all water elementals. Every being who uses water magic worships Neptulon.
Why does he give you Murlocs?
It is often speculated that Murlocs or their ancestors that lived in the deep sea were transfered to their apperance by the Old Gods like the Naga. When Neptulon still served the Old Gods, he could have been the force to do so. It is even rumored that Murlocs were send to the coast by Neptulon. Also, a lot of Murlocs worship "the Deep One" which is probably refering to Neptulon.
So the Answer is:
There is no special Connection between Murlocs and Shamans, but these cards still make sense to be Shaman Class Cards.