Ner'zhul is the reason DK's have frost magic, not lich. Ner'zhul is also the one that gave lich there command over frost elements. DK's did not get it from the Lich, unless you want to count Ner'zhul as a lich which isn't exactly the same thing. Lich can use frost magic because of Ner'zhul, but they are death/shadow magic.