User blog comment:St0mX/ Natsu & Dragon slayers aging theory discussion v2/@comment-7418318-20150817055355/@comment-7418318-20150817100412

Sting and Rogue might not have known it's possible. Since he was mind-controlled at the moment it's no sure thing, but when Gajeel ate the Shadow, Rogue seemed pretty surprised.

Then there's also the matter of skill/power/development/whatever. The first time Natsu tried to eat Laxus' lightning in the past, he didn't succeed. Only in Tenrou he succeeded, which would strongly indicate that proficiency in DSM is a big factor as the Anon said.

With Rogue and Sting only having "half-baked" Dragon Force and being alltogether inferior to Natsu and Gajeel during the GMG, I wouldn't be surprised if they weren't far enough developed to do it, even if they knew about the possibility of taking in other elements (which I doubt).