I could argue against some variants of Nihil (such as the former Avianese) still having souls.
But Muspah, Nightmares, and Shadow Creatures are still constructs from energy (Nightmares and Muspah are this to an extremely high level despite being made from the nightmares of an Elder God). So it's likely that while we aren't getting their souls (in a sense), you still pull off a fragment of their energy ... their essence ...
Interestingly enough the Tzhaar are not in the codex. Also, a few other things a few others and I have found odd since.
You can get a soul from the Priff elves that you don't actually kill. I've heard that demons like waterfiends and gargoyles are actually just controlled constructs in which the demon is on infernus, and yet defeating the construct allows us to take a soul?