It's definitely possible. Or it might be that you don't automatically go to one specific place in the Shadowlands and it dumps you kind of randomly. So some people wind up in places that have other spirits, and others wind up in darkness in the middle of nowhere.
But Arthas is in the Shadowlands, and relives his life there. So it's not an issue where being undead instantly means you're condemned to some kind of eternally black hell forever and always. Which is the core thrust of my point: That the idea she's willfully dooming people to that void is a statement that borders calumniation.
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Kinda true, kinda not? Some battlegrounds are canon, like Alterac where the Frostwolves were attacked by a dwarven conquest force. Or Warsong, where the Nelves launched an attack against the Orc Lumberworkers.