Unfortunate in the respect that it's always nice to be able to do a post-flight analysis. There's always something to learn. In this case, they may not even try to recover what fell overboard.
You do know it didn't land on anything solid, right? It simply hit zero vertical speed right at zero altitude then settled into the water.
And yes, there is stuff to learn, but in this case, this thing is loaded to gills with instrumentation measuring anything they can think of. Our structural test aircraft is as well. All laid in as they built the airframe on a fiber backbone. But in this case, unlike us, who had to store all the data onboard, SpaceX can and did stream ALL of the data back home via Starlink. Since there was no place to land it, given it lacks landing legs, into the drink it goes.
If I'm right, they dropped it right in the Crozet Basin, I wouldn't be surprised if they hit the part that's 5,000 meters deep.