The more I read NPC text, the more I’m convinced that the Death Knights freed didn’t completely lose their connection to the Lich King at the battle of Lights Hope. 

I think they know what transpired in the Frozen Throne, but may have been specifically told it was Bolvar who replaced Arthas. Obviously they’re not going to tell anyone because eventually the conversation would get to “I still have a connection to the Lich King even if I’ve regained my free will.”

That might put a few people on edge.