Orkus was a joke.
Plain and simple and therefore we cannot look at it like its anything special.
Dragons and drakes should not be used in RP as its bad form since there aren't that many dragons in the world that would choose to be mounts to lowly people like ourselves.
Such RP does not bode well considering the Red, Green, Yellow and Blue Dragonflights do not like it when dragons are used as mounts, even when those dragons are willing servants. So honestly the question of Mount Roleplaying is a moot one in that its a big fat no.
Being a comedic character does not invalidate him from canon. He started as a parody of player characters, yes, but evolved into a "hero of the Horde" by his sacrifice. Said sacrifice also plays a key role in the remainder of that area's storyline so taking Orkus out can't be done.
What I'm saying is that Orkus was an "ordinary" Horde soldier in the vein of the players - his armour and that he's a veteran of Northrend - and was able to get a frost wyrm mount. It's not the kind of thing most people would have but it's justifiable, moreso if the character riding the frost wyrm is actually Ebon Blade.
Edit: One more point to make. The frostbrood vanquishers as a whole seem to possess no humanoid intelligence. The only exception to this that comes to mind is Sindragosa so they can probably be tamed and broken as animals would - or used as a tool the way a ghoul would - by the Ebon Blade.