It’s easy:
They are stealing something from Daystrom.
So they steal something more obviously big and dangerous at the same time, use it, get all high alerts, then leave a relatively easy breadcrumb trail to follow that can be wrapped up easy. Everyone pats themselves on the back, and likely doesn’t know why the other thing was stolen — it’s Ferengi behind the theft, maybe he’s just gonna sell collectibles. Either way a lot of noise is made over *here* and solved, and no one really pays attention to what’s happening over *here*.
We do not know why they need Picards body yet, but it’s doubtful anyone would have cared, certainly not immediately — wormhole weapon is a bit more of a priority — unless Ro hadn’t already being looking into things, and anyone else investigating is maybe not as tenacious as Raffi and Worf.
Which is *why* they go back to Daystrom, who are institutionally paranoid enough that they don’t like to admit to having one thing stolen, let alone another — which they *really* shouldn’t have. Exotic weapons and alien tech is one thing, but peoples human remains are another ethical question that they wouldn’t want to talk about. (And the changelings can nip any investigation in the bud — which we see happen.)
Data is being used as a computer security system, because it turns out that’s pretty much all he is useful for. It’s ghoulish — but prefigures the other ghoulish things. And it would not surprise me at all if it’s a bit of foreshadowing too. That we have yet to see.
The changelings we see seem to be essentially foot soldiers, hired help, henchmen — like a Bond movie.
We’re not going to know for sure til we see the big finale.