And that was the main point of the episode. They specifically stated the Doctor is the reason they've become such a massive threat. So now that they have no recollection of the Doctor, and have already begun trying to form some kind of clearly democratically-implied government, perhaps they're on a road to becoming a more reasonable and less universe-destroying race.
Which is exactly why the question "Doctor who?" must never be answered since we now know who's asking
the question (and I have a feeling a few other universal threats are going to be asking it before the series is over).
Of course, now they're curious about who the Doctor is. They've also shown that when they put their collective minds to it, they can scoop up the Doctor and take him anywhere they want. So why not to a location that forces him to answer their question?