Prisoners captured in northwest Arkansas during the Spring of 1862 were normally sent to Springfield, Missouri, then forwarded to Gratiot Street Prison at St. Louis. They were then either offered an opportunity to take the Oath of Allegiance, or forwarded on to other prisons -- officers to Ohio, enlisted men to Illinois.
However, there is no prisoner of war record for any of the 17th Arkansas men before Pea Ridge, so my guess is that they were paroled. Asboth probably didn't have the resources or the inclination to deal with a large number of prisoners, since he was in "expeditionary" status at the time.
Parole, awaiting exchange, would certainly fit the timeline for the one man who reported back to the 17th Arkansas in Mississippi, as well as for the large number of 17th Arkansas men who joined the 35th Arkansas -- June/July 1862 would be about the right amount of time for men captured in February 1862 to be exchanged.
That's the only reason I can come up with for the non-appearance of these men in the Federal prisoner of war system.