When on the quest "A Feast of Souls", the Lich King whispers various things to the player. Most of it taunts the player with the fact that he/she is powering their weapon exactly as Arthas did to become The Lich King, but one of the whispers says:
Never have I had cause to regret sparing your life, mortal. Always, you find ways to amuse me.
At what point prior to this was the player spared by The Lich King? Is he possibly referring to the events at The Wrathgate?