He doesn't die in The Frozen Throne.
He is just wounded and so he flees to Outlands. Or so I think...
Wowwiki.com wrote:
Meeting the weakened Arthas at the glacier's base, the two warriors engaged in single combat. After a few minutes of exchanging blows, however, Arthas overcame Illidan's defenses and cut him down.
Illidan Stormrage fell in the snow, dead, or so it seemed. Illidan's lifeless body was taken by Vashj and Kael and rushed back to Outland, where he was nursed back to health.
http://www.wowwiki.com/Illidan