Chill covered it in PvP, so I’ll go a bit more in-depth for PvE.
It’s really, really tanky for a DPS.
If you are taking chunks of large damage for a mechanic you can easily heal yourself back to healthy with Death Strike. It works wonders and I have lost count of how many times I only survived because of it. It also makes up for when a healer is struggling to keep everyone up, especially in higher M+ keys when any damage is pretty high.
Icebound Fortitude is a powerful defensive, 30% mit by itself is already really good mit, but the stun immunity can help with some mechanics.
Lichborne has a lower mit (15% if you talent into it) and the sleep/charm/fear immunity isn’t used much on most PvE content, but having that mit+leech help to ease the load on healers so much, especially in AoE, that if you are doing good damage you can pretty much heal yourself passively without spending RP on Death Strike.
Anti-Magic Zone is really good. Many bosses have instances of AoE magic damage and 20% mit is huge, especially on Swampface and Blazikon. Some trash pulls also have magic AoE dmg, but it shines mostly on bosses.
Anti-Magic Shell is the single best defensive in the game imo. Huge magic shield, converts magic damage into RP and prevents the application of most debuffs (even if the hit was physical). You can cheese SO MANY mechanics with this. And on a sweet 40s cd with proper talents. Many bosses that apply a debuff on you won’t do anything if you preemptively used AMS before it goes off. Knowing how to properly use AMS separates a decent DK from a great one.
AMZ and AMS only get more powerful with proper coordination. I play with mostly the same guildies so we have a lot of synergy with each other, but strats work on pugs if you tell them beforehand.
2nd boss in Priory you can do the Pyre mechanic by yourself by using AMS + Death’s Advance, soaking the 3 pyres by yourself. Usually you get knockec back, but with DA you don’t, so you can quickly step in and out. If there are 5, just pop IBF or Lichborne and you are golden to do it solo. Me and friends call it the “DK Tech”.
For the 2nd Rookery boss, you can hug someone that with the DoT debuff and pop AMS to get the debuff to jump on you. But since AMS is up, it simply vanishes.
There’s A LOT of instances that your AMS shines, and it feels great every time.
In short, Frost DK is extremely tanky for a DPS IN PVE ESPECIFICALLY, but learning how to use the toolkit to its fullest might take some time and reading WoWhead so you learn every possible way you can use AMS and AMZ to your advantage.