Undead technically means "Has been killed and brought back to life"
Necromancers and Acolytes aren't undead, they're both living
Death Knights I'm not terribly sure about. The WC2 versions are definantly undead, being human pallys with the spirits of warlocks and necrolytes in them, but the WC3 versions... Yeah
Gargoyles aren't undead, they're living creatures, though I have suspicions of a semi-golem origan to them
Obsidian Statues appear to have been Nerubian at one point, but then stolen by the Undead. Obsidian Sphyxs/Destroyers are, to the best of my knowledge, golems
So, lets look at the reasons why
The good ol' Dreadlords don't serve the Undead any more, but they used to in order to keep an eye on it
Necromancers, Death Knights and Acolytes serve because they're fanatics
Obsidian Statues are golems. When they're created they're forced to serve ones will
Gargoyles I assume must come in wild varities in Northrend, and a group followed the Scourge for slaughter or something, like vultures