Remember just because you have the knowledge in the Force doesn't mean you are strong enough to utilize it. That is Palpatine's problem.
Also, it is clearly stated that the Empire was already long established when Thrawn came to them. It was a boderdispute out in the Unknown Regions. The Empire is only just established now, so it is a bit hard to include him.
But we got Grand Moff Tarkin (most likely not a Grand Moff yet), that was nice enough.