The reason is that Blizzard would have to do more work to make the starting process make sense for other races.
Lore-wise it makes perfect sense that Demon Hunter trainers would exist now that would train any race that desires to become a Demon Hunter, but we would need a new starting experience for those other races. Death Knights are harder to explain because it still seems ambiguous as to whether new Death Knights can be created, except by Bolvar Fordragon in special circumstances.