Good points here about the card!
Indeed:
https://hearthstone.fandom.com/wiki/Northshire_Cleric#How_to_get
It does, and it does make sense. Check out this discussion: Diamond Loatheb re-roll option? - #18 by ThriftThopta-1254 .
You could have crafted a golden version of the Deathlord, then this functionality would offer you to reroll it to another golden Naxx card.
By the way, I remember being surprised when, upon my return to HS, the Nortshire Cleric and some other former basic cards were no longer in my collection and had to be crafted. It hasn’t occured to me, though, that this’d also be the reason for no reroll in this case. Thanks for clarifying it for me, too!