They are looking into that, but the returns are less. And the technology would be enormous. It would have to have a heat shield.
Once up higher (much faster horizontal velocity) after the second stage burn, you’d have use a lot more fuel to stop, then turn around and land the second stage motor and second stage tank assembly and add a landing leg assembly. That would add a lot of weight to the first stage nine engines and their fuel. Don’t think you’d gain much to save one engine ....