In the Zeta era they did kind of experiment with control surfaces, fins were common design features as well. Movable assemblies that combined thrusters and control surfaces were called binders.
Most non-flying MS don't generally operate at high enough altitudes that they could glide from though, and if they had to then they would have a Dodai or something. Even when thruster hopping, the amount of time until they reach the ground is measured in just seconds, and for control surfaces to be able to impart an appreciable amount of force to shift around a 50~75 ton MS from just lift, they would need to be rather large, no? The large the cross section, the more likely they are to be spotted and get damaged in combat.
If the idea was to airdrop MS on an enemy position, it'd make more sense to get them down to the ground as safely as possible as quickly as possible as they are vulnerable in midair, so they would have rocket assisted landings like in 08th MS Team and Zeta, carrying external thruster pods for landing operations. If the idea is to save operational fuel and allow them to travel farther distances while in flight, might as well just give them a flight platform that has its own fuel supply since the things are so cheap and numerous already. In UC they have perfected thermonuclear jet engines that don't use fuel ignition to produce thrust, but heat from a reactor instead, as used on the Dom for hovering and on the Zeta Plus A series for thrust in atmospheric flight.https://en.wikipedia.org/wiki/Aircraft_Nuclear_Propulsion
In the end, most MS that feature control surfaces are the higher end models where cost is less of a concern. For basic MS like a GM that will almost never spend much combat time in midair, they won't bother to give it any control surfaces.