Well, remember, G'Kar also told Morden what he wanted. And the reason why Morden went with Londo instead of G'Kar wasn't that G'Kar saw through him on that occasion, or that he didn't want dark things ("playing flute on the bones of my enemies" certainly qualifies), but that what G'Kar wanted wasn't expansionist enough for the Shadows to work with. G'Kar wanted the Centauri grinded into dust and the Narn safe, and that was that. Londo's "take my people back to the stars" wish, by contrast, wasn't limited to the Narn and thus more useful for the Shadows with their "progress through wars" agenda.

Which is why I think Rygel might tell Morden what he wants (especially if we're talking early season Rygel), but he still wouldn't qualify as a good tool for the Shadows for similar reasons why G'Kar wasn't chosen. Rygel at the start of the show wants safety, always enough enough food, revenge on the cousin who deposed him, and his old job back, probably in that order. He doesn't want, say, a Hynerian conquest of the empire they've lost, or revenge on the Peacekeepers (as opposed to revenge on Durka) for incarcerating him by smashing some of their fleets, or anything like that.