They have retconned a lot of lore actually. I bet they change that demons didn’t actually create it, the helm, or the armor at all even though the Lich King was the product of the burning Legion who, as far was we know, has no access to the afterlife since they are immortal.
Everyone is just going with this retconned lore because it’s convienient. It wasn’t created in the Shadowlands, again unless the demons have access somehow, but then that would mean Sylvanas could have just worked with the demons and didn’t need to break the helm which they need to explain that as well. If they were all created in the Shadowlands why didn’t the destruction of Frostmourne and the release of all its souls not break this barrier?