Why did RuSSia not take the bodies of its soldiers at the beginning of the aggression against Ukraine, and then suddenly change its mind?

Because Russia doesn't care about any of its citizens, much less soldiers that failed.

Leaving your dead on the field also sends a message to the opposing force.

Also change tactics? All along the front you can see the footage of battlefields riddled with bodies of Russian soldiers. Tanks driving over their dead comrades.