No, taking a whole mech is too large/long of a operation . . . as someone said, ComStar wanted to know where the Dragoons came from and how they got the advanced tech- now getting component information can achieve that goal, but that means photos or copied drives- whole components are the last resort. One of the primary goals of intelligence operations (unless you are Stirling Archer) is learning something the other side did not want you to know, without them knowing you know.
Also you have to remember the conditions on planet and the remote nature of the battlefields- takes some effort to stay alive in that cold/wind, then you have to wait for the shooting to stop, avoid Dragoon security patrols, avoid Dragoon techs salvaging, and get to the battlefield undetected in the first place. A snowmobile is going to say 'SHOOT ME' to Dragoon or Lyran scouts/patrols that are screening the main body or salvaging efforts.
Now, one thing ComStar's R&D could have done was try to recreate the Dragoon's Imp from records to get an idea what it would take for a group to create the design based on the expectations of the Dragoon's capability. Sort of like the NAIS was hand-building Clan ER Lasers in the mid-3050s.