All of the dwarves in the MM get Stand Your Ground. The eleadrin all get Fey Step. However, the human rogue vampire lord only gets one at-will, and the liches don't get their racial powers. The dragonborn death knight doesn't get a breath weapon.
Looks like it's a question of whether you want them to or not. I always give them their racial ability (including a second at will). Otherwise there's no point (mechanically) in making them that race.