Urianger almost never leaves the waking sands until he needs to hand someone a shiny gift that will help us defeat our foes. They put an illusion on the waking sands so that no one wants to go in there. He would either have to A) die off screen or B) die while he's around us. The man is like Batman popping up from out of nowhere and leaving just the same. You'd think he was the one who studied with the rogues guild and not Thancred.