Grenades could be very meaningful and very cheap. I'd argue for picking up handheld auspex if we're rationalizing elite infantry, because I'd like the mortar teams to have it. Etc. But if we do any, it should be because we expect to use it immediately. Not just because we expect it to unlock something cool.
I can see a reason, if we're looking to design artillery for our army, to consider Monofilament Weaponry, as it's probably quite good, and we can design more vehicles at this point, and it fills a different role to fusion bombards, and one that while we have a small army is particularly useful, as the semi-persistent nature of monofilament artillery allows us to shape the battlefield like minefields do
Still, there need to be good justifications.
I do understand what you mean though. Long run I'd like to see if we can combine Hotshot and Starblasters, but it's speculative. Same with missile launchers in the hope that we can get a more effective way of leveraging Fatescopes by making Fate guided (micro-)rockets, designed to hit weak spots in armour, and then explode on the inside.
All sound potentially very effective, but none are at all guaranteed. We don't have enough BP to go trawling for such things.
There's also the option, which I have to admit I'm not at all convinced is possible, that some future development of the Hall of Steward might unlock the option for tech sharing, at which point having spent BAP to reinvent the wheel for technology our allies have, possibly before we've even deployed any of that technology, would be rather frustrating.
Torpedoes is probably another one we will want to get given how many people have wanted to turn our Sloop hulls into torpedo boats and how many Sloop hulls we've got lying around.
That really comes down to whether we have to pay to replace torpedoes if the 'precedent' in the Rogue Trader game suggests, where it's the balancing factor for how they allow small ships to punch up. Just because we don't have to pay for other reloads doesn't mean we don't have to pay for them, as torpedoes are a lot more sophisticated and larger than other ammo we have.
Of course, this is something we may only learn after we do the research.
Also, what's the subtle side of the Thirst? Since I think you mentioned all three curses having subtle effects in addition to the obvious ones. Or is it basically exactly what it says on the tin and just "something's constantly trying to drink your soul, deal with it".
I'll look for the quote, but I think the that Eldar who aren't on the Path have the energy continually sucked from the 'holes' in their soul, very slowly in the Webway behind its wards, and more quickly in real space. Being on the Path or living the Exodite lifestyle allows you to hold the holes closed so their energy can't be sucked out. Later Dark Eldar don't close the holes, they just eat more energy* to replace what is lost.
Corsairs and Rangers, who are none of the above, just like us, just slowly fade away over the decades and centuries as their soul is gradually drained away. I think that how long a person can survive the Soul Thirst varies, the very strong willed can slow the rate of loss with pure determination and survive it for centuries, others die or have no choice but to go Dark or return to the Paths after years or decades.
* note that Dark Eldar don't have to eat the psychic energies emitted as a result of pain or suffering alone. There's a vignette in a Codex of a Dark Eldar Archon feeding on the energy of the emotions of a crowd who were watching a Harlequin Troop perform. Any sufficiently strong emotion will do. It's just easy for them to induce very strong emotions of pain and suffering, so that's what they do.