Damien had told them to kill the ethereal beast without destroying its ethereal core. Otherwise, even if he transfers some of his soul essence, he wouldn't be able to revive them as an undead.
The ethereal core was the only weakness of his undead slaves. If destroyed, they would cease to exist forever.
Once somebody fights his undead slaves, it would only be a matter of time before they find its weakness...considering that they were strong enough to put up a fight.
That's why he would only use his undead slaves during an emergency, not to give away one of his ace cards.
He couldn't imagine what the world's reaction would be if they came to know that he could create undead creatures.
He was sure being hunted down wouldn't be the only issue. There could be countless others who would want to take advantage of his abilities.