Their lack of communication and dialogue, along with their powers and appearance, makes them more scary and mystifying IMO. I would fear that if the show creators(or Martin) tried to put dialogue in for these guys, it would ruin them.
Overall, there's still a lot to be known about the WWs. I am curious to see how their exposition plays out as the story progresses. I will admit they can be a bit stiff at times as characters, but I have a hard time thinking this is going to end up being Jon Snow,Bran,Dany & co. fighting the WWs like the Fellowship fought the Orcs.