All of those conquered races can supply resources to the Ur-Quan, though. That's how empires work.
Like Draxas said, the Ur-Quan aren't empire builders. And what resources could they need? Other than crew, they can hardly hand over the blueprints for the Dreadnought to a trusted race and tell them "We need 500 by Monday, don't scratch the paint". They'd either have to have a huge wagon train going, always transporting all the resources to the front and building the ships there. Or they'd have to leave members of their species behind to oversee production and keep tabs on all the races, making the ships worthless because they suddenly lack pilots instead.
I fully agree with you that the SC2 circumstances are unique. I'm sure usually the Ur-Quan are much more on top of their Thralls and keep an eye on their probes and slave shields. But what happens once they move on? Again, they either have to leave people behind or face mutiny 10000 years down the line. I mean, they've been travelling for 20000 years. They can hardly hang around each cluster of species for centuries just to make them docile, and even if they did 15000 years of autonomy would probably erase that.
Which I think is stupid, as outlined above. Imagine the difference that a few Terminators, or Eluders, would have made in the Doctrinal conflict. I guess you could argue that this does suggest that all the former battle thralls were eventually slave shielded, but I'm not entirely convinced.
I think it makes sense, from an Ur-Quan point of view. The conflict between Paths isn't "Which is better, to have huge slave fleets or kill everyone", it's "is it better to enslave or exterminate". The fact that you can (temporarily) use the slaves is a bonus, not a core tenet of the philosophy. There was a really good explanation posted on UQMF back when, which went something along the lines of "Ur-Quan see everyone else as inferior, and wouldn't permit an inferior slave race to kill an Ur-Quan". Both sides treat aliens as objects, it's just a question of whether you stick those ants that are annoying you in a glass bowl or if you squash them outright.