Permanent decrease in launch mass is big money, whereas complications on the barge do not really matter. Like all good engineering problems, it only looks problematic at first sight and I am sure that SpaceX could rise up to the challenge. Use a big funnel mesh?
However, I accept the comment that perhaps they are really practising for landings on Mars, where fair number of probes have overturned on landing.
I'm not sure you realize just how fragile the stage is. The side walls are made of _very_ thin aluminum. Any landing support mechanism must put the impact force on the 'octaweb' structure that supports the engines. That's the advantage of the legs. They can be engineered to distribute the force exactly where they want it.
A significant problem with any sort of "catching" mechanism is that the load on the stage is far less predictable.
However, I accept the comment that perhaps they are really practising for landings on Mars, where fair number of probes have overturned on landing.