Their bodies had "not long since passed away" since the bodies still exist. The body simply became wraithed, and permanently dwelt in the wraith world after their enslavement.
It is indeed supposed that through certain use of power, the spirit of a man could be bound within his body and enslaved within the world, so that it cannot leave, even though it should (and this makes life for the Nazgul quite painful).
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"He was sent by a mere prudent plan of the angelic Valar or governors; but Authority had taken up this plan and enlarged it, at the moment of its failure."
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