He didn't stop coming because of the liches.
His skull was stolen. Read the lore again.
He needed a full skeleton to be reborn, but his skull was taken away and hidden in blessed isles, where his liches couldn't reach it.
He was reborn after the ruination because the explosion destroyed the vault where his skull was hidden.
So his necromancers/liches are still there.
"Years rolled into decades, decades to centuries, until a cataclysm was unleashed upon the Blessed Isles. A king whose mind had been ruined by grief and madness unleashed a terrible spell that condemned the isles to darkness, turning them into a twisted realm of the undying - the Shadow Isles. During that great sorcerous explosion, the vaults securing Mordekaiser's skull were torn asunder.
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Drawn like moths to a flame, Mordekaiser's liches made their way to the newly born Shadow Isles. They bore with them their master's bones, and digging his skull from the ruins, were finally able to unleash him upon the world once more."_
His only relation to the mist it that it grands him more power, but he is able to leave it:
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"Unlike the lesser spirits, Mordekaiser is not bound by the Black Mist - he is too powerful for that - yet its baleful energy grants him considerable power. For now at least, the Shadow Isles serves as the perfect place to build his strength."_
