This may or may not answer the question. I believe the 2-6-6-2 became available after the Rio Grande decided to phase out the narrow gauge. As early as 1935 Grande executives planned on diverting freight to its trucking company subsidiary as a way of cutting expense. Also on lines that had decent tonnage in commodities that did not lend themselves to truck transportation in significant quanities (coal and limstone, the 20 K36s and K37s could handle the job.
These engines also had tenders, which gave them more range. Converting the 2-6-6-2 to tender engines would have lowered their trackage force.
That being said, I really don't know if any serious consideration was given on purchasing the two locomotives.