When a Dragon is killed, another is able to eat and absorb its power, taking its essence into itself in a collective preservation. But when Alduin, the most powerful of Dragons is slain, his soul is exactly the same power as even the most lowly of Dragons. Why? Alduin was pretty famous for devouring other Dragons.

How is it even possible to know this? Alduin's soul is not absorbed by you or anyone else, which if anything should tell you that it is unique among the souls of Dov.

From http://www.uesp.net/wiki/Skyrim:Dragonslayer:

• Alduin's soul is not absorbed. The player can later discuss the ramifications of this with http://www.uesp.net/wiki/Skyrim:Arngeir
  Spoiler

  unless they have antagonized him by killing http://www.uesp.net/wiki/Skyrim:Paarthurnax_(dragon).

So unless someone verifies that this was changed in a recent patch, I'm gonna have to go with "pics or it didn't happen."

When I killed him i wasn't given a soul of any kind.

Alduin is never really killed. His form is vanished from the land. However, his soul goes on, some say to return at the end of time to fulfill his destiny as World Eater. Due to that, his soul can not be absorbed.

Alduin is the World-Eater. His soul can never be absorbed because he's destined to end the world. So even after you defeat him, his soul will go on to one day return and fullfill his destiny.

Alduin is an Immortal. He is the Leader due to how strong survile he has become. Im guessing thats why the other Dragons didnt just attack Alduin, as Odahviing stated, they knew he was weakening and yet a Thousand other Dragons wouldnt stand up to him. It makes sense that the Dragonborn couldnt "kill" him perse.

Must have been a bug, the number of dragon souls is not supposed to increase.