Undead require a necromancer in the same "container" for upkeep. Containers are anything from the colony map, drop pods, caravans, cryo pods, being carried by another paw etc.
There's a delay between the time they collapse though, so in the event your necromancer is being carried to a hospital bed, all the undead don't immediately collapse.

If you want to caravan with them, just be sure to send a necromancer/lich along for the ride, or have one of them wear a charged necrotic orb.

Note: future updates will likely change the undead upkeep to associate each undead with a master, at which time the upkeep cost will be retained without the necromancers immediate presence.