How do harpoons work in space? We would require reverse thrust equal to or greater than the mass of the whale plus the mass of the whale minus the gravitational pull of the nearest celestial body, as we don't have buoyancy or water resistance to aid our quest to reel in these monster catches.
It will require so much fuel and time just to immobilise one that it simply isn't worth the oil/derivatives they provide when we can artificially produce the same results from the amino nucleids generated within a gas giant and hydrolysed to provide the desired molecule, we can even frack/react or distil molecules from specific planets so really we have no requirement for space whales.
Oh sorry I thought we were serious. My bad.