It’s more than a little bit of a plot hole considering the role Sylvanas plays (and to a lesser extent the Lich King because of Frostmourne and the Helm of Domination).
I have no idea how souls are supposed to work but as members of the Forsaken their souls are supposedly “imperfectly reattached” to their bodies. I can accept that if they’re raised from the dead quickly enough, the Kyrians may not have been able to flap their wings fast enough to grab the soul. I can accept other realms may have placed a claim on certain souls such that they bypass the Kyrians (i.e. Wild Gods). But what about everyone else?
To put it into perspective, we have the curious case of Derek Proudmoore. He died and approximately 30 years later was raised as an Undead by Sylvanas and the Val’kyr. Unless there is some cosmic force that is omniscient (i.e. Fate or some such) then it’s difficult to see how the Kyrians would know that in 30 years Derek’s soul would be required, so they should leave it be. If some power does exist, then the implications are far larger than just necromancy, so let’s just put a pin in that for now.
So what happened to Derek’s soul? Was he dropped into some realm of the Shadowlands? If so, his soul probably went through some level of transformation. In Bastion for instance, it would have been made to forget memories; in Revendreth it would have been made to seek atonement. At the very least, it experienced something and those somethings seem to change a soul.
We can try to explain it away by saying memories are stored both in the soul and in the brain and that the brain overrides the soul when there is some conflict. We’d have to ignore the fact that corpses rot, but we have magic so maybe we magically repair them in the process. Maybe the level of dissonance is what leads to some of the craziness after being raised.
If that’s the case, wouldn’t realms notice some souls magically disappearing randomly? The Kyrians seem to have a somewhat hierarchical system in place, so it seems reasonable to suggest a team of retrieval experts might have a lead of some kind. It would seem he’d have to go to his bosses and say, “Well, we performed fantastic, a 98% retrieval rate, and the 2% we missed are due to one of my team members not returning from the field. Not sure what happened to him, but another reported seeing him slowly disappearing into nothingness so maybe someone might want to look into that. Also, that means I have an opening on my team, so if we could backfill that position I would appreciate it.” Maybe they explained it away as some part of a cosmic conflict. The Void has invaded Bastion before after all, so maybe a cunning Void Lord plan killed one. Maybe the in-between is particularly treacherous and sometimes folks didn’t get away from being devoured.
What about cases where they just mysteriously vanished while training? “Hi there Mr. Paragon, sir. I’m sorry but it happened again, my soulbind just disappeared into nothingness. I don’t really know what happened, we were doing jumping jacks and poof. I’m not murdering them I promise!” Maybe they just decided, “They must have failed their training. Well then crazy person, off to the memory wiper to forget everything.”
Maybe the Venthyr guessed they had drained too much anima and destroyed the soul. Maybe the Necrolords figured the soul had finally had enough of their Bloodsport and died a final death. Unfortunately, with an infinite number of realms it’s hard to imagine nobody decided to poke their head into Oribos and say, “Excuse me, my souls seem to be vanishing, maybe someone could take a look into this?”