https://wow.gamepedia.com/Val%27kyr
Under Edge of Night, it states why they have to die to bring her back as their lives are tied to hers.
Under Part of the Forsaken, it states they can reanimate the undead. So those, like Nathanos who are undead and Forsaken, can be revived. The same portion discusses they can raise the dead to bolster the Forsaken’s ranks. (This last part was also in game as Syl showed Garrosh that the Valkyr can raise the dead and add to the Forsaken’s numbers.
Under The Nine in paragraph 2, it states there are multiple lesser Val’kyr, and “though the can raise corpses, they are not part of the original pact and this are not strong enough to revive Sylvanas.”
In game sources: most recently in Darkshore, they raised a fallen Night Elf. The Valk that died is one of the ones bound to Sylvanas. As a newly raised Forsaken player character, you yourself are raised from your grave by a Val’kyr. During the meeting between Garrosh and Sylvanas, a Val’kyr raises a Forsaken. There are numerous places to find this information, even in game.
So again, the death of the Val’kyr means more.