We can all read Latin, thanks to science class. But its a dead language, so we can't really speak it, now can we? In a universe where communication is instant thanks to technology, why would you need to speak anything but your own?
And if ya were presented with a flyin' saucer, would ya have any interest at all in the one small thing on it that ya can't even figure out how to turn on?
And even if ya did try to pocket it, don't forget, Odo was there, too, and its entirely possible he could make sure nothin' happened to it.