They'd have to add flight worthy landing gear, which hasn't been tested yet and would add weight. This test just uses a straight up stock Falcon 9 v1.1 first stage, so it's super low overhead. Also, they're not sure it'll work. But if it doesn't it just means they end up with what they were expecting, broken up first stage bits in the ocean.

They do plan on retrieving the stage if possible, it should float.