I've been debating that myself. On the one hand, you can save nets and avoid spending money to get the higher bosses. On the other hand, you get a net for beating a wave. The worst thing that happens is that it is like you didn't get the net because the bot got away. Another thing t consider is that most of the points are in the capture. No doubt a Mobage trick to get us to spend on chains to secure the captures.
It looks to me like when you beat a wave led by an Uncommon foe, you get a Net as a victory reward. If the wave is led by a Rare foe, you do not get a Net. Hence, if you skip capturing the Uncommons you can build up a supply of Nets to take shots at the Rares and higher.
UPDATE: Nope, I was wrong on that.. in the Hard campaign you don't get Nets for beating Uncommon foes, or it's a little more random.