I think it varies. Oliver definitely wishes that he could be a living human again. He misses being able to properly feel and taste and experience the finer things in life, and he’d like to be able to hold his wife without being afraid of hurting her. The whole “needing to hurt people/things” pretty strongly goes against his moral code, too. 0/10 would not choose willingly.
There are aspects of his undeath that he’s learned to take advantage of, though. He brings his inability to feel pain into his combat; one of his favorite techniques is to allow his enemy to embed their weapons in him, causing them to be disarmed. It goes a long way in his desire to protect people, too— he can take a much more severe beating than he did while he was alive, because he isn’t limited by typical mortal things like “being in so much pain you can’t move”.
Some of them might not mind it, though. Even if they were pretty righteous in life, undeath can do some pretty awful things to the mind and soul and plenty of them have probably been permanently twisted into enjoying their new selves, or at the very least, not caring about it. Immortality is a pretty neat concept, and if you can find a way to manage the Hunger properly, you have an interesting future ahead of you with plenty of discovery and adventure that you wouldn’t have had before (unless you were a draenei or something, in which case… sucks to be you).
So I guess it depends on what sort of priorities they hold. If they enjoy combat and plan to spend the rest of their lives fighting, they’re probably content being nearly indestructible fighting machines. If they still feel a connection to the living, they’d probably leap at the chance to cure themselves if it was ever presented, unless they really enjoyed that immortality-with-a-price thing.
The paladin that Tevruden was, and the death knight that he is now are technically two different people. While they share memories, and some personality traits, Tevruden does not wish to return to the world of the living, he likes the power he has now far too much, and wants the opportunity to be immortal if he plays his cards right.
The paladin he was would think that undeath itself is horrible, but he couldn’t deny the sheer power of the abilities and combat prowess of his death-knight self. (And the both would be pretty tempting.)
Since there have been a constant stream of acceptable targets, it’s not likely Tev will be in a situation where he won’t be able to satisfy his need to inflict pain. With his desire to sharpen his skills there’s quite a good possibility that by the time those targets run out, he’ll have found a way to overcome it.
Tevruden doesn’t need a poor imitation of life. He has eternity and everything that comes with it.