I don't think it's a huge stretch from "a soul requires a body in order to have sensations" to "a soul requires a body in order to think anything."
There are certainly theologians who have posited that souls do not do anything so crass as 'thinking', but I can't think of a reference at the moment.
No plot spoilers here, just wanted to flag a bit of poor reasoning that shows up in Chapter 39:
This is a surprisingly common fallacy. Just because X depends on Y, it doesn't follow that X depends on nothing but Y. A phenomenon may involve more than just its most obvious failure point.
To illustrate: Suppose I'm trapped in a box, and my only way to communicate with the outside world is via radio communication. Someone on the other end argues that I don't really exist -- "There's no person beyond the radio receiver, for if there was then there wouldn't be any such thing as damaged radios!" Pretty silly, huh? But people say this kind of thing in defense of physicalism all the time.
(N.B. This is not to defend the existence of souls. It's just to point out that this particular argument against them is invalid.)