I don't think this is widely known, but you can actually tame them with cheats without them burying. The obvious way is just to lure a pack into a structure and forcetame them, but I figured out an admittedly more complicated but safer way.

They will usually bury underground a few seconds after tamed, but there is a way to prevent this as they can't bury when they're on top of a structure or fighting something.

Find a group of them, but be careful as to not spawn in a reaper, or kill the reaper before attempting to tame a nameless.

Put down some large bear traps and walk over them, eventually a nameless will get stuck in one. They can damage them so you should prioritize being quick.

Target one that's caught in the bear trap and type in the ForceTame command while it's around the other nameless. I recommend also using the GiveTargetInifiniteStats command on it so that it doesn't get killed by the rest of the pack.

The wild nameless will be either trying to attack you or the bear trap, and will end up hitting the new tamed nameless almost immediately. Since the default aggression for new tames is neutral/attack target the tamed nameless will fight back against the wild ones, so even if the bear trap breaks it won't be able to bury.

This means you'll have time to freeze it in a cryopod. Do so, and repeat for each time you want a nameless.

If you want to take it out of the cryopod, make sure that you're in a building with foundations beneath, tamed nameless can't bury when they're standing on a structure!

If you only have one nameless out at a time it will immediately become an alpha, same as how in the wild if there's only one nameless around it will turn into an alpha. If you have multiple, the strongest one will, like in the wild.

Finally, you should put your tamed nameless back in the cryopod before you leave your base, they despawn if you go too far away.

It is tedious, and you can only have them in your base, but you can tame nameless.