The regular rooms at the WL don't have either. I think you can request a small fridge for a fee. There is a micorwave available for use at the Roaring Forks snack bar. Hope that helps!
Are you staying at the villas or the main lodge? We were at WL in June and did not have a refrigerator. We could've requested one for $10/day, but the foam cooler and free ice worked just fine for us!