Escape Pods are sadly just a bit of cargo, nothing more, I wish they were, and served some greater purpose, but they are no different to a unit of tea.
You can sell them, or some missions (if they still exist, not seen any in ages) want them as a reward (Save the pilot, they dont seem to care what pilot, but if their great uncle joe has gone missing, you can hand in any old escape pod and its him).
The RPG'er/moral person within you may wish to collect them, because its the right thing to do, but as mentioned above, just 1 unit of any cargo onboard will make you a pirate magnet. If your exploration ship is able to handle itself, this is not a major issue, but if your running a bare minimum lightweight exploration ship, even a pesky eagle can cause some significant damage, even put an end to your huge trip's journey (And if you have been in the black several weeks, even months, this may result in tears).
Plus every unit of cargo you carry, reduces your jump range, it all add's up, and even a few ly's can make a huge difference when your trying to reach a certain star, or cover a long distance.
On a side note, I wish exploration discoveries counted for more if im honest, exploration data cache's found at USS's should give a significant reward, or even count as scans of all the planets in the system your in (The ship it came from ejected it before being destroyed for example, on the hopes a fellow explorer stumbles across their last find), Escape Pods, should give huge rewards for returning them, perhaps even spawn a mission of somekind, like they want returning to a certain system. If things like that actually happened I may actually take my time to recover them, even if it risks my return run.