In the series finale, Burnham creates a Red Angel suit to go through the worm hole. Why not modify a shuttle craft? It already has weapons, so you don't need that many ships to escort you. With a Red Angel suit, Control knows who to look for, but with a shuttle craft, you can possibly hide among other craft.
There's no direct statement in the show to explain it, or I may have missed it in the atrocious directing and hyper-accelerated dialog but to be fair of all the holes the last episodes are filled with this is probably the only one that can be easily hand-waved away with a bit of logic.
Discovery crew have the schematics of a fully functioning suit, and decided that the best strategy was to find themselves short on time and in the middle of a battle; at that point it goes without saying that 3D printing the suit is a safe bet: adapting the unknown technology to a shuttle will take time and will require some testing, no matter how little. I mean, it's a circuit of sort, designed to be merged into a suit containing a human being and to navigate that mass across time. You can't just glue it to a shuttle and hope it works immediately.