You can collect & save the
seed, and Kenny is right, lots of chaff mixed in with little sticks. Mostly chaff, as a matter of fact.
Your Ageratum might be an F1 hybrid. If it is, you will get lousy germination from those sticks, and a lot of strange
seedlings of varying heights, some with looser placements of
flowers, some might not bloom for months and months after others. A real mixed bag, but still blue, still fuzzy, and still an Ageratum.