In Terminator: The Sarah Connor Chronicles, the episode from season 2 called "Complications" has a few scenes which are similar to the one you speak of with the "surgeon" Terminator. In these scenes, Charles Fischer shows an audience of Terminator interrogation techniques to get information from captured resistance fighters. Because the little girl doesn't talk, the machine may have logically determined she was trying to be tough and would not divulge any information. We may have witnessed the beginning of an interrogation.
The room in which Kyle Reese was held was likely just a holding cell. He was simply bait used to lure John Connor into a trap. Turning Kyle Reese into a Terminator would be much more complicated to do in such a short time, as opposed to laying a simple "I have to rescue my father" mission. The T600 that comes to his cell may have been sent to
terminate him, or relocate him to another part of the facility for interrogation. He is a member of the Resistance as well, and there could be valuable information that could be learned from him while he is alive. (Explanation for strike out here)
If Kyle Reese is killed, John Connor would still remain in existence because a Kyle Reese from another alternate future was sent back to protect Sarah Connor as evidenced by Kyle Reese traveling back in time from a future where Judgement Day was August 27th 1997, however in Terminator Salvations Judgement Day was sometime in 2004 (http://terminator.wikia.com/wiki/Judgment_Day).
John Connor is the biggest threat to SkyNet after he becomes the leader of the Resistance. During T:Salvation, he is just a commander and of little immediate threat to SkyNet. However, SkyNet is aware of his future abilities and terminating him prior to his ascension to that post is what really matters to SkyNet.