first, thanks for the lengthy reply.
I thought hell is the twisting nether in wow? If there is a classical hell or nordic mythology hell like hellheim, we should certainly explore it. If its normal in greek classical tales and diablo, i bet its possible in a fantasy setting like wow, too.
However i think there is just the twisting nether and something else, looking further for answers i only found this speculative information:
http://wowwiki.wikia.com/wiki/Hell
I think you mistake a bit what Arthas really is, he is not a spoiled kid, he was when we first meet him in wc3, but that quickly changed in the events of Stratholme. He did become someone with a very strong willpower and pretty cruel how to achieve his goals. that was before frostmourne was touched and stole his soul.
Also he did defeated the former lich king and former warchief Ner'zhul in a mind battle. Only happens with extraordinary willpower - don't think this old shaman had a weak spirit to begin with.
He is too iconic to waste and i would not compare him with Kael'thas, they both work differently, coming back from the dead is like walk in the park for a dk. he does not need a demon soulstone or anything attached to his chest to return in a comedy style cartoonish manner.
I simply thing, wow is missing a villain who is showing his face in all or most of the expansions in a continuing story. Maybe i played FF6 too much in the 90ies and need a dynamic villain as Kefka was, though. :-)