My thinking is from a design standpoint. Much of the armor in the game requires high strength to use. If your character is a mage, they will be unable to wear much of worth. The DeathKnight however has armor that adjusts per level. By not going mage with your DeathKnight you could be missing out on using some of the more fun/cool items.
Unless of course you aren't going to make a mage with the other character.
