It won't show on a DK because it's just an additional 30% damage to each melee attack. On your warrior it's a flat 25% increase to all damage done. Why it won't show? I don't know. Does it work? I believe so. I haven't seen a damage loss at all. If anything, I'm out-DPS'ing some higher geared people and I'm only 479.
The 30% damage increase is applied everytime you hit with autoattacks or use any spells that deal melee damage, such as obliterate, frost strike, rune strike, death strike and others.
Let's say your obliterate hits for 1000p (without the Might), with might it would deal 1300p (the 30% increase)
This passive is very different from the warrior's Seasoned Soldier, since the bonus goes straight to the melee stat sheet. (It won't apply the formula i started above)
That's pretty much the difference between the both and that's how it should work. (If it doesn't work that way, then it should be reported)