I have never heard of the enigma story and doubt its veracity. A radar station outside Dieppe was raided by Canadians in the company of an RAF sergeant who was a radar expert. He was to examine or bring back German radar apparatus. The Canadian soldiers were told unofficially they were to kill the RAF man before allowing him to be captured. There was a book written called Green Beach on the topic.
Agreed, that part of Dieppe is true.
I also agree that stealing a Naval Enigma would may have been handy to get some settings or whatever but would have alerted the Germans to the fact that the Brits. had one. It would have blown a lot of the intel. they were getting at Bletchley.
Dieppe was mostly a political operation to appease Stalin and get the Americans to back Operation Torch (North Africa) instead of Operation Sledgehammer, a limited invasion of NW Europe. The Brits knew a 1942 D-Day would most likely have failed and lost them more men and equipment than they could afford, so they went with a large, badly planned raid.