I wouldn't say that the game rules out powergaming. As you go through the game, you will see that there are a number of ways to increase the Nameless One's stats, and you will see that there are definitely a lot of benefits if you max out some of your stats. There are two areas in the game where monsters respawn, and you can kill monsters until you're 60th Level if you desire. If you crave power, then don't worry; the Nameless One (and the rest of your party) can become extremely powerful.
However, as you might have learned already, sometimes it's better to
talk to people than it is to fight them. In all seriousness, there are only four creatures in the game that you
have to kill (assuming that you can elude or smooth-talk the rest that want to kill you). For example, in the very first room, you had to kill a zombie because there was no other way to get the key. But you won't encounter many situations like that where you have no choice You can play a pacifist instead of killing every monster you see.
On a related note, don't let appearances fool you. For example, just because you see a zombie, don't assume that it wants to kill you. The Planescape universe is full of bizarre creatures (floating skulls, zombie Mortuary workers, immortal amnesiacs...), and most of them are actually pretty friendly. The hostile ones are easy to spot: they have red circles around their feet.
In a way, it's probably a good thing that you haven't read the manual, because it gives a completely inaccurate impression of the Mortuary. I guess the people who wrote the manual were trying to create a sense of danger, but the Mortuary is not really a dangerous place. It's true that the Dustmen might think that you're an intruder. But you can easily outrun them or convince them to let you leave peacefully. And the zombies and some of the sentient workers will either leave you alone or help you. It's not a place you need to fear. If you talk to everyone except the anonymous Dustmen, you can gain a couple of levels before you leave the Mortuary. It's a shame that the manual encourages you to avoid everybody.
The "unused slots" you mentioned are weapon proficiency points. Five proficiency points at 3rd Level isn't bad. You'll get more proficiency points as you go up in level. Here's the thing. Before you can add more proficiency points to a weapon type, you have to find someone who can train you how to use that weapon. Makes sense, doesn't it? There's a trainer in the Hive (if you can find him) who can teach you well enough to let you put three proficiency points into a weapon type--that's how you can use those "unused slots". A Fighter can put a maximum of five proficiency points into a weapon type. If you want four or five points in a weapon type, you have to find an advanced trainer. It's not exactly obvious who the trainers are, but you'll find them if you talk to enough people.
You'll come across other people who can train you as a Mage or a Thief--that's how you switch classes. The interesting thing about this game is that you can switch classes on the fly as long as a trainer is nearby (and you'll figure out a way to do that if you try hard enough). For example, you can advance to 7th Level as a Fighter, switch to the Mage class and advance to 11th Level, then switch back to the Fighter class and advance to 12th Level, then switch back the Mage class whenever you want to cast spells. The best way to find out how it works is to see for yourself. That's another way that the game lets you "power game". Decisions, decisions.