I thought that may be the case
But, I would assume they do exist, lore wise, or does each tribe have its own customs with honouring the dead?
The Dude's comment is fair enough and 'correct' - but I think there may be room for speculation here.
Of all the Tribes we met the Urshilaku appear to be the most hidebound traditionalists, with the Ahemusa following on second.
There may well be far more tribes than we meet in game - but scaling did not allow for such ...
Also there is the possibility that certain burial grounds have been taken over by the Sleepers - note the corrupted Saint's Cavern on the West Coast near the fishing village North of Hla Oad ('pologies my map gone) but in Hlaalu Territory a long way from Red Mountain. There is a frightfully strong Dagoth presence there. And those fantastic gloves too
Now maybe that was once a tribal burial ground ...
Remember that the 'Great Houses' are meldings of smaller Houses that themselves absorbed various tribes. where are their burial grounds? Maybe they are now bandit caves and such also?
The Urshilaku live in a most inhospitable area of the ashlands and they are quite warlike. also it appears that they have been marvellously fortunate in discovering their spectacular caves and that may have helped keep their tribe faithful to the old ways.
The Cave of the Nerevarines holds to that same ancient way of mummification - and there is no 'corruption' there, no 'sanctified guardian undead' - just Azuras suzereinty and that magical door.
You have to wonder why you cannot communicate with all the dead in the Urshilaku caverns. Maybe even the Urshilaku grounds are not quite as they should be?
It may be that at first you are not accepted as Urshilaku and for after your inauguration the devs could not be bothered to add 'spirit forms' and 'conversation' to those figures for game reasons. Or maybe even as a 'sanctified' member of the Urshilaku you cannot communicate because the spirits do not have a blood-link to channel through.
Definately something worth a serious modder's time and consideration.