Besides very complicated design, it is simply not cost effective to recover energy to mains from electronic DC load. The only real advantage is reduced need for cooling (some of electronic loads with energy recovery linked above have ~10 kW rating, so heat is significant issue).
Similar problem occurs during testing of jet engines (or gas generators) of various kinds. When put into test cell, jet engine converts massive quantities of fuel to massive quantity of noise, heat and gas flow - wasted energy, that is. To recover this energy huge investment in infrastructure is needed which is completely uneconomical and very complicated. Also, remember that testing phase consumes many orders less fuel than engine in operation. So nothing to save here.