Back in the 70s spy satellites used film cameras and used to return the film in re-entry capsules. There’s a _really_ good (fictional) move called Ice Station Zebra about a retrieval mission in the arctic that goes wrong.
Retrieving the satellite allows you to safely recover the film, and re-equip the satellite with new film and propellant. The latter is important because it’s useful for spy satellites to be able to change their orbits frequently to observe new targets or evade tracking.
Also bear in mind some spy satellites are huge and incredibly costly. The Hubble Space Telescope is based on a spy satellite series.