In my opinion, this does not even occur to them - because subterfuge as a means of attack is not an option in the institutional sense for princes accustomed first and foremost to achieving their ends by military & political machinations, by open battle or by rhetoric that takes advantage of the structures of power within which they have lived their entire lives entrenched. What Beren and Lúthien do requires a certain forfeiture of pride - a forfeiture of pride necessitated by the fact that they do not have any feudal systemic power behind them, in fact they are acting against the interests and desires of that power, so they have to come to terms with using means that eschew pride in order to win the freedom to decide their own fate.
No such thing has ever been in question for Celegorm & Curufin, as princes who have always been backed by systemic power or only temporarily disadvantaged yet still construed as within the right in their framework of power; the Exile is a schism, Maedhros' abdication is unprecedented, Nargothrond is seized by rhetoric and populism, Doriath - as later Sirion - are assaulted by means of military power. And what examples has Fëanor given them? That subterfuge and infiltration are the tools of Morgoth (theft; disguise; lie) and the way that Fëanor himself had been wronged (infiltration of the family structure by Indis), not something a king or prince is liable or allowed to use. Fëanor himself utilises rhetoric and takes advantage of the legal framework, and if no other thing will avail, uses military power and force to achieve his objectives, and decries cowardice, where a line can be drawn to assume that direct, open conflict is thus assumed to be the morally correct path to attain what you want. Celegorm and Curufin, the two most likened to Fëanor, exemplify his lack of willingness to treat with anyone considered a traitor to the cause or compromise on their objectives perhaps best of all. To them, guile is both humiliating and morally suspect in this ideological framework; the sons of Fëanor in Beleriand utilise force, organise military operations, send intimidating letters and use political posturing, but nothing akin to guile even such as Fingon uses to rescue Maedhros from Thangorodrim.
That brings me to the second reason: guile missions in the Silmarillion require a certain amount of faith and hope in things turning out the right way, and a certain amount of divine providence. Fingon would not have succeeded without prayer just as Lúthien would not have enjoyed the fruits of their success without convincing Mandos. But hope in divine favour is not something that people famously eschewing the authority of the Valar and undertaking a blasphemous oath not once, but twice, would champion; clinging to hope for aid from the same people considered to have betrayed the cause & good of the Eldar is not to be expected. In light of that, relying on goodwill clearly seems like a suicide mission, especially in the aftermath of the Dagor Bragollach which has revealed that all of the military might the Noldor have been amassing is still insufficient to move any closer to their goal. The only possible way forwards is more power, more resources, more bodies. There is no hope to talk of.
So of course it does not occur to them to try; to try is not just humiliating and amoral, but a waste of resources and foolish to boot, inevitably doomed to fail.
