Even though mindless undead like zombies or skeletons have no Intelligence or conscious thought, the Save Roll system in OD represents magical resistance or spiritual recoil, not mental reasoning. So a WIS Mind save isn't about thinking, it's about whether the magic "takes hold" of their animating essence.
Mindless undead do not think, but they may still roll WIS Mind saves when affected by magic targeting their animating essence or spiritual presence. This represents the strength of necromantic energy, not mental reasoning.