This is a bug in the Retera program. You can work around this bug by going to the tab where it says Unit Browser and choosing the Data Browser instead. The Kel'Thuzad data is still there, but the unit loader has a bug and is probably loading the same file for Lich and for Kel'Thuzad both because in the Classic graphics they have the same file.
In the data browser you have to find a file path so it is slightly slower than finding a "Unit". I think the file you want was probably in "war3.w3mod/_hd.w3mod/units/undead/herolichCIN/herolichCIN.mdx" or something close to that, but I am away from a PC at this moment. I think I remember having this same issue and finding that the file named "CIN" like for cinematic was the Kel'Thuzad file. I might be misremembering. It might also just be named "kelthuzad" or something, but probably not.
You can look up other available unit skins that are not in the Unit Browser by finding their model data in this way, too.