Its just another part of the world around them changing. Magic has been greatly missing from this fantasy world for some time. But with the return of the Walkers, reborn dragons, the Red Witch and her spawns and dead rising magic is making a major come back.
And also as we’ve already seen with Beric, returning from the dead comes at a great cost. It also isn’t just the easiest thing. Not any dead being can just come back.
