Yep, and this applies to all Daedra. Their vestiges (similar to souls) are immortal and their bodies are formed from the chaotic creatia of Oblivion. When they're killed their vestige is sent back to Oblivion and after an indefinite amount of time - could be nearly instantly, could be years - they form a new vessel and are reborn. The old body gets left behind and you can do whatever with it. Research it, use it for alchemy, mount the head as a trophy.
I wonder if this all started back in Daggerfall? When you kill a Daedra Lord, Daedroth, etc., the corpse looks like a sort of skin suit that got taken off and left behind, crumpled on the ground.
So the 'Vestige’s' (those that were sacrificed) body/shell/form is different then from Dremora/Daedra ones in that even though created from the same Azura Plasm it would not leave a shell or skin upon death since this body upon falling travels to a skyshard to regain its Corporeal form? While the Daedra who are not attuned to these skyshards do leave a shell, a skin which must await to be dissolved back into this raw creatia and so can be researched during this time?