I think there is something wrong. It shouldn't matter what kind of enemies Wrath of Heaven or Spell Purge damages, as long as you do them together in the correct order.
The damage of Wrath of Heaven is not the primer for the combo, the stun is. Then the Eldritch detonation kicks in once you use Spell Purge.
I just tried it with my 2H Templar in Descent and it worked fine. It was actually pretty awesome. I had my weapon - therefore my combo- infect people with Walking Bomb, and the explosion from both the combo and the walking bomb killed killed nearly all the darkspawn lol
The only reason I can think of on why that wouldn't work is if the undead have insanely high spirit resistance. The combo inflicts spirit damage, and if you're pretty low-level or do not possess great gear, then the combo might not do anything to them.