[Ibrîniðilpathânezel]

The trouble with a zombie is you're foreverlastingly having to tell it what to do. Go here, go there, do this, do that, etc. In massive armies, there has to be a certain amount of ability to act and think outside the parameters of a specific order (which can't be too complex, because the zombie can't think for itself). Taking something already possessed of intelligence and the ability to think as an individual provides a higher level of functionality, which can then be corrupted and debased until a desirable level of ability and disability is achieved, which can then be reproduced.

Melkor clearly needed a higher level of ability than he had been given in his own creation in order to fashion beings that met what he considered the desirable combination of native subservience and independent functionality (remember all the time he spent seeking the Flame Imperishable). The creatures he could make, ala Aule, just would not have been up to the level of ability he desired. Zombies might make reasonable cannon fodder, but they wouldn't have been much to boast about, and like all despots, I think Melkor wanted the satisfaction and ego-boost of knowing that his armies and slaves either worshiped him or feared him. Zombies can't really do either.