He talks a lot, just not during his stage act or in Bullshit!. He has written that he actually gets pretty annoyed when people see him talking after a show and they're all OMG U CAN TALK?! NO WAI! and such. I guess he doesn't like to be reminded that most people are too stupid to realize the difference between a gimmick and an actual trait.
Anything with Penn &/or Teller in it automatically gets a generous rating from me. Zombies being in it makes up for any stars I might not have given it.