From the campaign:
I'm proud to say that the next stretch goal is for the Undead! The death knight is going to be one of the elite miniatures in your undead force and is the key to unlocking some truly nasty creatures. It may be difficult to tell from the concept, but the death knight's armour is perforated with holes in certain places, much like an elaborate censer, and from these intricately carved holes weep clouds of terror, like velvety black smoke. You can purchase him as an add on by increasing your pledge or at the basic or gamer levels for new backers.