Quite unbelievable Kallen was left as a POW. Surely the eunuchs paid the highest price for that, but it's still a good question why the Black Knights didn't capture Anya who was lying comatose on the ground. She would have made a fine bargain piece for prisoner exchange. But apparently Lelouch wasn't thinking capturing enemies with their mechas is of any importance. He clearly is still inferior to his brother, who now possesses a fine BK mecha and can thus study it and find out all of its secrets. Plus of course Kallen, whom they can torture at leisure to try to learn any BK secrets.

Britannia likely considers pretty much anybody expendable so to get Kallen and Guren back by an exchange the BK would need to have something of equal worth to offer. Some random noble hardly qualifies; they need a prominent person plus a new mecha, I reckon. Unless Britannia happens to have some fancier plan in store for Kallen, like Ryllharu suggested. Well, with this series you never know what kind of a plan Lelouch might come up with.