It's not that he didn't try to gather them.
It's just that pill recipes, like talismanic techniques, are the secrets of each alchemist and are their means of livelihood.
How could they possibly be publicly sold?
Unless one kills for the pill recipes, which Ji Yuan couldn't do... but he did. The Blood Burning Pill recipe and the Purifying Void Pill recipe in his possession were obtained by killing Yue Zhu.
The crafting method for the Blood Burning Pill is even more complex than that for the Spirit Gathering Pill, so it's currently unfeasible.
However, the crafting method for the Purifying Void Pill is simpler than that for the Spirit Gathering Pill.
Thus, Ji Yuan plans to first use the Purifying Void Pill to become an upper-grade alchemist before using his experience to refine the Spirit Gathering Pill, ultimately reaching his goal of refining a high-grade Spirit Gathering Pill.
For now, of course, he needs to first take a look at this old expert's alchemy insights.
