In reality, as the delta-v gets higher, the economics get worse much quicker due to fuel and fuel transport needs. It's like launching a skyscraper building. The stresses and engineering demands on these vehicles, in addition to safety and economic reliability standards, are so extreme that the costs of manufacturing and operating rockets are exorbitant for launching materials off of Earth's surface. In comparison, the Apollo lunar lander's fuel tank to launch the astronauts off of the Moon was so small that you could sit on it like a chair, and made up a small corner of the spacecraft. Even in the future, with a heavy lift rocket from the Moon, the stresses will be substantially less than for launch from Earth.
Asteroids have practically no gravity.
If your rocket engine fails during launch, you don't crash back down. The vehicle and fuel propellants can be low thrust, low spec, and very small. Notably, there's no chance of crashing when launching off of an asteroid, or landing equipment onto it. Retrieving asteroidal material is like moving from one orbit to another, which gives tremendous benefits in flexibility, reliability and safety. Notably, the Shuttle goes only to low Earth orbit.