If we assume that the blinking lights on his head indicate the health of Lore's positronic brain then shutting him down would render him largely useless to the Federation's scientific establishment.
Lore was very substantially damaged in the encounter (at the end of TNG : Descent, part II) and effectively died. Although the actual extent of his injuries isn't spelled out in the episode's dialogue, the direction in the script makes it abundantly obvious that when your blinkies stop blinking, that's a bad thing:
Data kneels at his side... the impact of the fall caused Lore's head
flap to open and his BLINKING CIRCUITRY is now exposed.
Lore looks up at him, his eyes filled with sadness.
DATA : I am going to deactivate you now.
Lore speaks haltingly -- he's clearly damaged.
...
Data uses a TOOL to starts shutting down Lore's systems, and the
firing pattern of his blinkies starts to slow.
Data pauses before shutting off the last system; he has to fight off
the feeling of withdrawal.
DATA : Good bye, Lore.
Lore's lost so many systems that his words come out distorted.
LORE : I... love you... Brother...
Data shuts down the last system and Lore's circuitry stops blinking.
He is still, lifeless. Data regards him silently, his face
unreadable...
We've no reason to presume that Lore's body (or at least his brain) wasn't sent to Starfleet for analysis. We do know that at the very least, Data recovered the emotion chip and may have cannibalised Lore's body for spare parts.
Moving down the canon scale, the issue of Lore's components is dealt with in the Trek Novel Star Trek: The Next Generation - Cold Equations : The Persistence of Memory.
In it, we learn (via Dr Soong) that Lore's brain was destroyed when the Enterprise-D crash-landed on Veridian III at the end of Star Trek : Generations.
I skim all the cargo attributed to Data. Salvaged intact from his
quarters are a handful of paintings; a Lorcan wisdom mask; my first
three failed prototype androids, which Data recovered from Omicron
Theta after Juliana told him where to find them; the body of Data’s
own failed experiment, the daughter he named Lal; and all of Lore’s
components . . . except one. The vault in which Lore’s brain had been
stored self-destructed automatically when it was compromised by
bulkhead damage. Lore’s positronic matrix was reduced to vapor.