There is also something else to take into account here.
Speaking of Forsaken in the Horde and the Death Knights in the Alliance, something which is often overlooked beyond the common trait of being undead is their difference in interactions within said faction and their nature as undead.
Starting with the interactions of these two types of characters with their factions.
While Forsaken have had some VERY bad cases out there, there have been plenty of examples of them doing things that make their faction trust them, like for example sending an entire batallion to relieve the blood elves in the Ghostlands for which the blood elves were extremely grateful for (especially for a quite isolationist people), the fact that practically nobody beyond Putress’ closest allies (inc. Varimathras) sided with him during post-Wrathgate, so on and so forth.
While there is a basis for distrust, there can also be a basis for certain characters to trust the Forsaken within their own faction for one reason or another. It creates a dynamic in which while mutual distrust can be very much present, it isn’t so necessarily overwhelming that the possibility of mutual agreements and working with one another is out of the realm of possibility.
Then, there is the Death Knights of Acherus and the Alliance, which have almost gone out of their way to drive their PR to the ground, to a faction that was already known for being extremely aggressive to anything undead, sentient, mind-controlled or otherwise.
Not only did they attack the Argent Crusade mid-Burning Legion invasion, they did so to, in the POV of Stormwind, desecrate the body of the very same Silver Hand paladin that was the reason why some of them were even allowed to rejoin the Alliance as Death Knights in the first place.
As for the difference in their nature as undead, while Forsaken are indeed just as undead as death knights are, and have to deal with the bare minimum of the fact that they have died (at least once) and are reanimated with dark magic, they do not need to really feed on anything to survive.
They do not even need to mass-murder to stave off losing their minds, as is demonstrated by the fact that the only undead that has suffered from ‘brainrot’ (which was then found out to just be a demon messing with his head) is an undead wizard that has been a corpse since about 2.8k years before the fact.
As for Death Knights, it’s the complete opposite. Death knights need to kill, or at least, engage in something that constantly causes pain to others.
While Death Knights can have personalities and emotions, everyone around them has to weigh in the fact that they are one too many moments of calm away from turning around and facing their blade at you, like a vampire giving in to their hunger for blood and losing control.
You can roleplay a forsaken in a casual setting and quite easily write them out in a way that makes nearby characters far less uneasy than they would be otherwise, while doing that on a death knight is almost impossible to do, and that’s without mentioning the problem of trying to find what is your death knight’s reasoning for engaging in a casual scene with non-death knights or non-allies.
Whatever the character’s opinion on undead might be, the Eternal Hunger of Death Knights is an everpresent threat. In my own opinion, it’s probably quite likely that even living characters who are 100% fine with undead put more than a few steps of distance between themselves and a death knight.
TL;DR to this wall of text: Roleplaying a death knight in a casual setting is a daunting task. If you want to roleplay an undead and frequently engage in casual scenes, your best bet is playing a forsaken, but even then you’re likely to find some conflict from time to time.
