What if his "sharing" was more like "becomeing me". Everyone who got infected became a part of Ur's hive-mind, so they didn't need a brain of their own anymore anyhow.
That's kind of what i thought. Dagoth Ur takes care of all that BS himself through hive mind-esque control, I feel.
I guess that also explains why Ash Zombies don't use magic: you need a brain to actually cast spells, correct? I think I recall a past discussion talking about how you gain a bit of mental stress from straining yourself casting magic. The Slaves, which are a "step" below, retain their brains, though tthey're about to lose their faces.