Some opine that he would have had to die while fighting for his cause to be a martyr. (I am not one of those.) If this is the case, his body may not have been recoverable to be raised.
Some might opine that the binding of their souls to the sapphire may have made the Ghost Martyrs ineligible for raising. (A bound soul is not free, therefore cannot be raised.) I lean toward this explanation. I do not rule out that Soon just had a DNR clause in his will.
Again, since we know nothing for certain, this is guessing at best.
Note:
Udai Soon will be in next Halloween's graveyard right between Dr. Frank N. Stein and May B. Stiff.