Because they are too stupid to realize they could very well focus on other Pokemon and show them to Giovanni.
Really, they are there for the "comic relief", something which my dog could do better.
Yeah, and quite honestly, I can name PLENTY of villains who were comic relief or at least were actually humorous yet were nonetheless genuine threats, on both sides of the pond, stuff that JJM as is are not (certainly not the latter in their more recent incarnations). Take General Blue from Dragon Ball, for example, that guy was downright hilarious in his dialogue and very much hammy. His overreacting to a nosebleed given to him by Krillin as well as his rather funny way of speaking (which ironically enough actually sounded like James) also adds hilarity points. Yet at the same time, he's a force to be reckoned with, as in both encounters he not only beat Goku, but even nearly killed him, with only outside forces beyond his control actually interfering. AND he also came the closest of his Red Ribbon Army peers to actually BEATING Goku and was surprisingly competent for what seemed to be a rather airheaded fellow. Frieza, your avatar in fact, even had some rather witty interactions in the original FUNimation Dub of DBZ, and he was essentially Dragon Ball's equivalent to Emperor Palpatine or Lord Voldemort, meaning he was very much an actual genuine threat. I can also cite the Ginyu Force, who are basically a team of goofballs, yet they actually managed to own the Z-Fighters' butts in their encounter with them, even Guldo, the weakest member, proved to be a challenge to Gohan and Krillin and almost killed them (the only reason he didn't was because Vegeta proceeded to kill him before he could get the chance to kill them).
I can also list Kefka Palazzo and Dimentio from Final Fantasy VI and Super Paper Mario, both of whom had genuinely humorous interactions and witty dialogue and were essentially clowns to make it even better, yet at the same time were genuine threats as they actually came very close to destroying the entire world (in the case of Kefka, he arguably succeeded). And Kefka's hilarity was actually largely because of the translators essentially having fun with the script translation process, as originally, he was more or less of an idiot.
And on my side of the pond, we've got The Joker, for one. That guy's pretty much the epitome of a guy who combines comic relief with genuine villainy and being a massive threat all at the same time.
Though in all fairness, even in regards to the few times they DID get a genuinely rare Pokémon without focusing on Pikachu, they got rejected anyways (like when they stole Togepi in the Viridian Gym episode. Despite it being a genuinely rare Pokémon, Giovanni refused to even accept it. Same deal with Yanma). Honestly, the closest Team Rocket has gotten to being genuine threats besides Best Wishes (which even THAT didn't go over too well) was in the original series, Kanto especially.
