Fascinating thought experiment potential--how would the Soviets have reacted to something like that? "Really mad" probably doesn't begin to describe it.
From an operations/engineering perspective (plus hindsight), given the difficulties in retrieving our own satellites where the engineering, attachment points, etc. were known and understood, what were the chances of getting an unknown satellite secured? Especially in a single orbit!
Probably best that it ended in "never mind" and nobody ever thought of it again.
Edited to add: After reading the PDF on James Oberg's site,
sts-3A_B-DRM.PDF (jamesoberg.com), it appears the satellite to be retrieved was one of ours. Could this have been assuming a film-based camera system where the shuttle would be tasked with retrieving the whole satellite to bring back the film for processing?