At the beginning I would like to say that the idea is not mine, I thought that maybe he could be a pawn or like Old Gods, a servant of the Vl, but in my recent thread one of the posters suggested, or rather said while mocking me that someone thought about it seriously, I mean of course Lk being VL.
It is a pure speculation, I see some connections but I can't say it is a legit. Hypothesis at best
1. Nathrezim worshipped Void Lords prior to their business arrangement with Sargeras and his Burning Legion
2. Nathrezim, possibly were champions of the Naaru, as suggested by Shado Priest artifact
3. Nathrezim are the ones who forged the main gear, Helmet and Frostmourne
What if, or rather it is guaranteed that some Nathrezim still work with Void Lords behind Burning Legion's back. Let me continue, what if these Nathrezim ordered by their Void Lord overlord were ordered to let him walk the Azeroth, to observe the nascent Titan.
Just like during the ordering of Warcraft universe, he required a vessel that was once a bearer of the Light. Arthas was a perfect choice for it, on the path to shadow.
Void Lord resides within the helmet. It would explain why soul of Terenas said that there always must be a Lich King, what if it was an 'old god' style mindplay or honest mistake of a warped spirit?
It guaranteed succession of the Lich King mantle. And also it is fitting to how Bolvar the Lich King speaks in Frost Death Knight artifact quest, specially about showing some paladin spirit the error of his way, which was strong faith in the Light.