She doesn't want it because she doesn't know if it is possible but if it is then she will do it, she will do anything even becoming an immortal Val'kyr in order to avoid death. Hell I am pretty sure if she meets Illidan the first question she is gonna ask him is how did he survive. We still don't know how Odyn made the Val'kyr or if it turns out to be the cure for Sylvanas and the Forsaken ...the hype is real