Presumably you either need to be a "different" sort of undead than the player (i.e. personal attention of the lich king, personal attention of the naaru, being incorporeal, etcetera), or you need to be insane (consider that extreme devoutness crosses over into insanity aswell), as the light burns the common forsaken.
And being insane kinda precludes player control.
So yeah, there are definitely pretty good as-is lore reasons, that said it can always be expanded upon or rewritten, as we've seen in the past, so the real answer as always is "Devs say no.".