[akhtene]

What I can add... Although they were ghostly (or what) they could make good use of material objects, like cloaks, swords etc, and also horses. And these had to be stored somewhere, repared and cared for. That's for a "base of operations".

And besides, the reason for keeping them 'caged' for some time could be mere secrecy. What good it could do if the Nine were wondering around, scaring decent folk and thus revealing Sauron's intentions before he was ready.