I think the average person doesn't quite realize how much parachute is needed for even a relatively small piece of machinery. When the military drops a humvee out of an airplane, a vehicle weighing around 7 tons, it takes three parachutes each with a 100-foot diameter, which weigh close to 300 lbs all together, and it's not a very soft landing.
The Space Shuttle Solid Rocket Boosters did land under parachute, but solid rockets are vastly simpler and lighter when empty than liquid-fueled rockets are. An empty SRB weighed about 91 tons (the heaviest objects to ever land under parachute), and the three parachutes to land them weighed over a ton each -- and even then they hit the water at highway speeds. The Starship, at 180 tons dry, would need at least six tons of parachute just to land at that speed, and that's fast enough that it would probably destroy the complicated turbines and plumbing that are of particular value in a liquid fueled rocket. (And that's assuming there's somewhere in the structure where you could attach a parachute so it could deploy without just ripping the rocket in half, which is not a trivial problem.)
So, the short answer is: Rocket engineering is very concerned with minimizing weight, so adding a few tons of cloth that you don't even intend to use except in an emergency just isn't an option. And there isn't a simple or straightforward way to just strap some chutes to an existing rocket as a "just for testing" recovery mode. Chute deployment is a very technically challenging process that requires a huge amount of preparation and study -- and mechanically splitting the rocket into pieces first doesn't make that any simpler.
It's also worth noting that one of the main reasons for "flight termination" systems (as opposed to just letting it crash) is that rockets are often full of extremely poisonous fuels like hydrazine, and the termination system is designed to "unzip" the fuel tank, venting it to the atmosphere as high as possible so that the chemicals can burn immediately, far away from people, or at worst get a nice long drop where they can react with atmospheric oxygen and become relatively safe long before they get close to the ground. While the SuperHeavy booster uses a relatively benign methane/LOX mix, that's still an awful lot of extremely explosive gas, which you really don't want at a crash site while you're trying to perform recovery operations.
Could you drain the tanks without wrecking the ship? Maybe, but it's not as simple as you'd think. Consider a soda can: When they're full, you can fully stand on them, but empty, you can crush one by stepping on it with only a fraction of your weight. Rocket fuel tanks work the same way: when it's fully pressurized, the tank is much stiffer than when it's empty, and that strength is used to keep the rocket from bending. Draining the tank can easily cause the rocket to collapse. Rockets that are meant to return and land (like the Falcon 9) often use a secondary gas like helium to keep the tanks partially pressurized even when "empty", in order to retain that structural strength.
Ultimately, recovering rockets by parachute would have significant technical challenges and require so much parachute that it would ruin the rocket's performance, so nobody tries it. That's why the SpaceX rockets are designed to do a fly-back and land on a pad -- it's actually more efficient to carry all the fuel and equipment to land that way than to try to safely splash down.