My guess - they don't do it due to possible character name conflicts. Extra serves serve extra "namespaces" role.
My problem is opposite. Back in old days I was willingly playing on less populated servers to avoid overcrowding problems. I hate exceeding artificial competition. Because competition is very close to PVP (actually by definition - it is, but isn't considered to be PVP by many players) and I prefer PVE game. So, CRZ ruined game for me. CRZ is especially bad on less populated realms, because Blizzards' population control works extremely badly, so such servers are connected with exceeding number of other servers. Another reason - Blizzard want to decrease amount of physical servers, used to run this realms. This causes even more problems, such as lagging. Especially when world boss is in your location, even if it isn't being killed on your server.