Ulduar is quite literally the prime control station of Azeroth put in place by the Titans. It also happened to be the Lich King's next door neighbor. Yet throughout Wrath we see, if I can recall, absolutely 0 Scourge intrusions on the land. Why would he not wish to take advantage of such a powerful place?
Well, I get that mountains are hard for armies to traverse, but he had a legion of flying gargoyles, frostwyrms, vrykul, etc. that could easily help muster a sizable force. Ulduar itself was indeed guarded by non flesh afflicted guardians, taking away the Scourge's major advantage of turning killed enemies to their side, but i think sheer numbers alone would be enough. Not to mention their were plenty of flesh races living among the mountains to convert. Regardless of technicalities however, the Lich King never seemed to give even a single thought to the entirety of the Storm Peaks, when he more than likely knew of the vast power residing within them.
So what do you think? Maybe Yogg-Saron purposefully didn't want him coming near and manipulated him through all the saronite that ICC was made out of? Anything crazier? Or perhaps just a lack of development time?