He actually did but they were either too short for his liking or just didn't like them.
We had no-one in midfield Jack. We had good bench keeper (Abbiatti), solid enough defense-bench (Kovac, Chiellini, Pessotto, Balzaretti, Birindelli) , although we were really short of CB's, we had great attackers on the bench (Del Piero, Mutu, even Zalayeta) but our midfield subs were ...
We had Olivera, Giannichedda and Blasi, no-one else. That's why Capello was experimenting with Mutu in MR.
It's not a great bench, but Capello was really stubborn and he didn't give them a chance even when it didn't matter.
I remember how in April 2006 we lost from Arsenal 0:2 and we had the return leg in 7 days. In between we had a match against last placed Treviso, who were 99% relegated, we had 11 points advantage, and Capello played with full team, with our best players, who were still tired from the match against Arsenal.
It looked like he was punishing them for the bad display in London.