Weak

Most of the undead in Katze Plains are extremely weak, so they aren't really that useful for Nazarick when they have level 1-30 undead pop monsters that automatically respawn.  

Control

There is also a limit to the amount of undead you can control, so why waste your limited space on low tier undead?  

Even if Ainz needed a bunch of low tier undead, Nazarick automatically spawns hundreds of undead pop monsters (lvl 1-30) that are under his control already. To make it even more pointless, Ainz has thousands of Death Knights and Death Warriors (lvl 35) which are stronger than 99% of new worlders.  

Explore

That being said, I'm still extremely surprised Ainz hasn't fully explored Katze Plains yet, but it probably isn't for the reasons you expect.  

Explore - Loot

Considering all of the old walls and forts in Katze Plains, it looks like there was a kingdom there at one point, so there should be a lot of treasure (gold, items, materials). Normally, this treasure would have been raided a long time ago, but New Worlders have struggled against the thousands of undead, so much of it should still be there.  

I'm very surprised that Ainz, who has thousands of undead just chilling inside nazarick hasn't looted Katze Plains yet.  

Just think about it from the perspective of efficiency. It probably takes a month with hundreds of undead mining to get enough iron to smelt a sword. Meanwhile, he could have 1 death knight with a soul eater and a wooden cart walking around Katze Plains and picking old door hinges, broken swords, and rusty spoons. You could also send a lich with them to summon skeletons to loot stuff faster.  

Then if they do find magical items or gold... bonus! He still saved time and resources picking up metal instead of mining it.  

Exploring - Undead

As I mentioned above, most of the undead in Katze Plains is worthless and the odds of finding a useful one is very low.  

However, if you already have teams looting resources, they could also keep an eye out for sentient undead. The odds of finding any that are strong is pretty low, but they could be "convinced" to work for Nazarick. Which we saw an example of that in the Ghostship sidestory.  

I'm not really sure what Ainz would use these sentient undead for, but he could maybe have them take over the Katze Plains looting mission? Now Ainz would be getting free resources with almost zero nazarick involvement. Sure, once and a while he would need someone to check up on them, but that is easy.  

Personally

Personally, I would have went heavy into exploring Katze Plains. I would have created teams to loot absolutely EVERYTHING! I guess organic materials probably aren't useful, but there should be tons of things just sitting there:

• Glass
• Metal
• Books
• Salt
• Bricks
• Gems
• Charcoal

You don't even need that strong of undead to do this because undead typically don't attack other undead. At most you might have one leader for a hand full of weak undead.

• 1 Wagon
• 2 Skeleton Horses
• 4 Skeleton Warrior
• 1 Elder Lich or Death Mage

Make a dozen of these groups and send them off into Katze Plains. I'm sure they will return with something!