This question already has an answer here:
Most entries for undead say they are animated by magic, usually described as dark, necromantic, etc, but still magic. Could these undead be destroyed by Dispel Magic if upcast enough to match the level of magic used to create that Undead?
The only undead creature I could find whose entry mentioned Dispel Magic was the Lich, and use of Dispel Magic only freed any trapped souls in the Phylactery, and didn't dispel the phylactery itself. Other than that, most undead entries talk about how they are magically animated. (Banshees being one exception I found, with no mention of magic involved in creating them)