This is true, from here


I think they can become undead, just not by the val’kyr’s magic! I believe I read that it may be because val’kyr are only able to raise humans or those closely related to humans into undeath (because related to vrykul)
Maybe they get some of that humanity blocked when afflicted by the worgen curse?

DK necromancy is different I suppose and that’s why the Lich King could have worgen in his ranks. Powerful stuff!

Q: Why are humans who drink the blood of worgen unable to be raised as Forsaken?

   A: Not only are the Val’kyr less powerful than the Lich King when it comes to raising the undead, but the worgen curse also makes raising them into undeath far more difficult than it is for normal humans. The worgen curse has roots in both the Emerald Dream (through the wolf Ancient, Goldrinn) and the holy power of the goddess Elune. In addition, those worgen who imbibe the waters of Tal’doren—through the ritual they undergo to maintain balance between the worgen curse and their humanity—have a further resistance to the corruption of undeath.