Hi Raoul - I know it's not just a matter of pointing something at the sun and sending it off... you're right that it takes a lot of energy, I think that the Earth's orbital velocity would have to be cancelled in order for an object to fall into the sun.

For the Earth:
Mean Orbit Velocity
29.7859 km/s
NASA Solar System

This is less than the velocity of the Voyager probes, so I think it would require less energy to fall into the sun than to escape the solar system from Earth or beyond.

I guess there has just not been a need to send anything into the sun... enough data can be obtained remotely.

Thanks for sending me on a learning trip!