I was disappointed that Death Knights didn't actually have a conversation like this. I did the quest line on my Warlock first and, when you deliver Light's Heart to the demon-filled corner of the Twisting Nether the Warlocks call a class hall, one of the demons actually says, "Hey, boss, you're not actually going to store that here, are you? I mean, you're joking, right? Right!?"

Awesome, just awesome.

Wait 'til he tells the locks the same thing. Y'know, the folks with the class hall in the demon zone.

The death knight's order hall is a floating pyramid with a bunch of half dead individuals walking around.

Me tinks Khadgar needs to be checked for dementia of sorts.