actually, no. the lich king gave you the power to raise horsemen, that's your ability now. it's not the lich king working through you, it's you.
but we're talking about korgaz deadaxe, he shows that the knights can raise normal death knights on their own. the lich king didn't do anything for this.
i assume the extreme circumstances of a legion invasion is what pushed the knights into accepting raising new knights. they seemed content to simply die off over time before this invasion.
the lich king didn't have anything to do with what korgaz is doing though. he was only involved in teaching you to raise horsemen. korgaz(and i assume his followers) are raising knights on their own.
Grand Prize Winner's looks really awesome, but so do the rest of them. My favorite being the one of the Ur'zul. The true terror of those abominations is displayed in all it's glory. The Uru'zul is scarier in that painting than in the game, which really speaks to the artist's talent (plus it's unique from the other art where Alleria seems to be the most popular subject to draw).
The Ur'zul painting reminds me of something out of Attack on Titan where the Titans having creepily grinning faces.