When an imperial probe droid encounters an enemy it is unable to effectively combat, the Empire has programmed it to self-destruct to prevent the enemy from gaining anything of value from the captured probe droid. An AT-AT is likely a million times more useful to an enemy than a probe droid. And IMO they didn't hit it that hard.
Also AT-ATs would be totally sanitary on Hoth because no bacteria/mold could grow on it. It just tastes better cooked.
EDIT: Shit. Forgot that most imperial vessels are infected with worms to begin with. Even the original Death Star had an infection in its garbage compactors. They had to cook the AT-AT to kill the worms. Also it tastes more like turkey than chicken.
And Leia ordered it destroyed to cover her tracks, so nobody found out she'd been feeding rebel information to the Empire this whole time.