IMHO I agree with Finwe. Although there are not many precisions about the Nazgul and what they were before becoming ensnared by their ring, they are described as "great kings of men". This means that Sauron was only interested in giving the rings to great, powerful men. He wasn't interested in making rings in order to ensnare people already submitted to his will or so weak that they would easily be overcome by military forces. Only great kings "deserved" a ring.
Greetings,
EfR
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