It actually means "Unending Sorrow." "Krosis" can mean both "sorry" (as Paarthurnax uses it) and "sorrow," apparently. Otherwise we'd have [a Dragon Priest named "Sorry."][1] It would seem like Paarthurnax's usage is less literal than elsewhere.

The word wall for [the last word of Storm Call][2] uses it thus:

> Qethsegol vahrukiv sahsunaar  
> Do daniik vundeheim ag  
> Nahlaas naal qo do  
> Unslaad krosis
>
> (This) stone commemorates (the) villagers  
> of doomed Vundeheim, burned  
> alive by (the) Lightning of  
> Unending Sorrow.

As for draugr being held against their wishes, [there's some lore on a researcher who managed to gain their trust and infiltrate them][3]. They seem more fiercely territorial than anything.

  [1]: http://www.uesp.net/wiki/Skyrim:Krosis_%28creature%29
  [2]: http://www.uesp.net/wiki/Skyrim:Storm_Call
  [3]: http://www.uesp.net/wiki/Skyrim:Amongst_the_Draugr