Yeah, the DNS was set for every domain name. I don't see any other way around it. When I looked at all of my domain names that were previously parked at my registrars parking pages, every single domain, correctly as you stated, landed on its own individual page, however, despite again as you stated, being all on the registrars name servers, they all also had their DNS settings set to those name servers.
I can only assume that's simply because once that name has been registered/sold, it basically needs a home, whether that be on your own name server or any other name server such as Cloudflare, EasyDNS or wherever really. I mean, I guess you could set up a single Wordpress site and simply give every domain name its own unique page and set up page redirects, but no matter which way you turn, there is definitely going to have to be some kind of configuration.
Simply adding a name server is not going to be enough, so I really don't think its going to be possible for you to achieve what you are looking for, with a simple change of name servers. I'm not sure if you are perhaps confusing the difference between a name server and DNS? Some people cloud the two to a degree and mistakenly think that the DNS acronym stands for Domain Name Server, whereas that's not the case at all. DNS is the acronym for an entirely different beast... the Domain Name System. Then to add to the confusion there is also Domain Name Software.
From my understanding, a name server is merely a web server that is constantly connected to the internet that has Domain Name Software installed on it, so that it's able to translate domain names into ip addresses, and is basically the server component of the Domain Name System which is kind of like the yellow pages of the digital universe (lol)... for example a name server would translate liverpool.com to 666.666.666.666 LOL. Every website has at least two name servers to which it is pointed. The Domain Name System is a huge network of servers placed across the globe that comprises the largest digital database on the planet.
I'm not saying that you are confusing them or not fully appreciating the differences, I'm just pointing out that they are different, despite being the major important parts of the puzzle, I mean without DNS, the internet simply wouldn't exist, but because name servers are sometimes referred to as Domain Name Servers, some people mistakenly think that that's what DNS means, hence where I believe most of the confusion comes from. I might be telling you something that you are already totally aware of, however, no matter which way you look at things, there is no way of adding any amount of domain names to pages to park them on the web without minimal configuration, i.e making a DNS record to point to the IP address, which in turn of course is resolved by the name server.
If you look at many of the domain names over at Sedo, a lot of them are owned by third parties that are parking there whilst they're selling them. Sedo will either make their coin from the brokerage fees if a domain sells, or a cut of the ads revenue, but whether they are owned by third parties or owned by Sedo themselves, if you do the whois lookups they are registered and configured. I'm not entirely sure of what your end goal is... I mean if you just want to add a simple page for every site, I dare say you could create a quick single page template as well as an automated script to add the info you're wanting to add to each page... maybe a for sale sign where as you would just enter a domain name and have the rest of the page filled with ads or something, I have no idea what you want to do, but what I do know is that you aren't adding sites to the web, whether it be 1 page with a single word on it, or a 100 page site, without having to configure things beyond that of simply adding a name server, because I believe it isn't possible.