When Arthas proclaimed himself king of Lordaeron by killing and succeeding his father I'm sure he actually felt like the king, despite standing for something else entirely. Halls of Reflection have always resonated with me as a place Arthas reflected upon his past for better and worse, hence the name.
This leads me to believe he tried to reconstruct the very same throne room where he hit his "point of no return" in terms of becoming the king he always sought to be (with a twist).
I also found this a good read, posted by a forum member on the WoW forums:
Quote
When Arthas took on the mantle of the Lich King and kicked Ner'zhul out of the driving seat, the Scourge changed direction. Ner'zhul controlled the Scourge as if it were a virus; pervasive, insidious and focused on consuming its next target by any means necessary.
Arthas on the other hand was ruled by his pride and megalomania, and he ruled the Scourge as a human king might rule a kingdom. Indeed, Arthas sought to create a kingdom of the dead, with him at its head. The entire world was to be turned into a dark, frozen monument to his vanity and we saw exactly this when we broke into his fortress citadel. Why build a massive throneroom? Because that's the sort of thing the kinds of Lordaeron had in the past, and in a way Arthas was simply carrying on that tradition.
It's one of the many reasons why the Scourge was far less effective under Arthas than it was under Ner'zhul (or the Legion).
Source: http://eu.battle.net/wow/en/forum/topic/7860746229#4