The student of cryptography in history will note that capturing the enemy's code books is only of use when he doesn't know you've captured them. Where this was the case in WWI for example, the advantage gained was significant.
If you swarm some locale and seize his code books, the first thing in his after-action report will be, "where are the code books?"
His next step is to change his codes, not merely in detail, but if he is prudent, in a much more sweeping way, for the obvious reason that if the code books are lost then enemy now understands your system from the inside out.
When that kind of change is made, the inevitable result is usually that all your previous work on his codes is more or less nullified and you're back to square one. Of course, once technology allowed the recording of intercepts for future decryption, as in the Venona intercepts, retroactive decryption became possible. But of course retroactive decryption is of limited value in war.
The Ultra Secret was so highly valued and guarded that the very idea of storming ashore to steal an enigma machine or related materials would have been complete insanity. THE LAST thing our side wanted to do was ANYTHING which might make the Germans suspect their system was vulnerable or compromised. That is why great attempts were made to limit the distribution of material, and to disguise its source when it was distributed.
So the idea of a full scale raid like Dieppe as cover for a snatch & grab raid on an enigma facility makes no sense at all to me, unless you're a historian looking for another way to put lipstick on a planning pig called Operation Jubilee.
And after the war the secrecy maintained under Wing Commander Winterbotham's book came out allowed our side to sell used Enigma machines to many second and third world countries and read their mail too for many a year!
(IIRC the credit originally goes to the Polish and
French
soldiers and agents who secured examples of the machines and moved them from Poland to France, and then to
Britain
.)