Did the Mars Science Laboratory do any science that wasn't done by Curiosity proper?

There were some instruments attached to the heatshield that took measurements of the atmosphere during the entry, descent, and landing phase. This suite was referred to as MEDLI (MSL EDL Instruments). This was used for gathering data about how the heatshields performed, and what the atmosphere around them was like, during EDL. While instruments measuring how the spacecraft is performing usually aren't considered science instruments, in this case the purpose was to determine how to build better heatshields for use in the Martian atmosphere in the future, so I would say they qualify as science instruments.

As far as I know, all other science instruments that are part of the mission are attached to Curiosity.