We're talking about the Scourge here, and the Old Ones, not exactly allies. It would seem that when the Alliance and Horde were reached Northrend, that in the north of the continent there should have been a huge massive open war between the Old One and the Lich King.
Sure I think some could say "well Yogg-Saron was clearly manipulating the Lich King" but the Lich King himself seemed to show no sign of "madness" in fact the Lich King was just as cunning and brutal, everytime you saw him he seemed to act on his own will, unlike Loken who was clearly going crazy.
It would be interesting for lore too, I mean what better way to take care of both Yogg-Saron and the Lich King, than for the Alliance and Horde to stay back and let them slug it out, while the Alliance and Horde dealt with the Blue Dragonflight?
It always seemed like an untapped source of lots of drama in Northrend for the Lich King to not be fighting Yogg-Saron's forces.