Because we need resources, and we can get those resource from asteroids.
Let's do the math. Lets say we re can re-equip the Curiosity rover and send it to an asteroid, asteroid 1981 Midas, to mine metal. We luck out, and after scraping off some cometary debris, it turns out that 1981 Midas is SOLID GOLD! Just we assumed it would be, based on the name. The rover then initiates its grizzled 1849 gold prospector protocol and jumps up and down whooping and yelling like crazy. Now it starts mining. How long before it turns a profit, in our scenario- which is at best very unrealistic but doesn't actually violate any laws of physics? The Curiosity rover cost about 2.5 billion dollars. Assuming our prospector rover costs the same, and assuming a gold price of $1250 / pound, it will need to mine two million pounds of gold- a thousand tons, a thousand times its own weight- to break even. That's ignoring the fact that mining metals is far beyond the capabilities of current space probes. That's ignoring that we have no easy way to get a thousand tons of gold back to earth. That's ignoring the fact that 2 million pounds is roughly equivalent to the entire world gold production, so you're going to depress the price and have to mine even more to break even, depressing the price further, putting the price of gold into a downward spiral.
Even a back-of-the-envelope calculation tells us that to mine anything from space, either (a) the cost of getting things to orbit and moving things through the solar system has to come down by orders of magnitude, (b) the price of the stuff being mined has to be very, very high- we're talking about gold, platinum, or Unobtanium, or (c) both. Anything you want for an asteroid, you can get cheaper right here on earth, because you don't need to travel to space and back. Dig deeper mines. Go to some godforsaken place like Alaska or Afghanistan. Develop undersea mining. And even if some substance, like gold, ever did become scarce on earth, it would be cheaper to develop substitutes or technologies that didn't depend on gold, or to improve recycling of resources, than to go into space for gold. Another way of looking at things: to send something into space requires an expensive machine sitting on top of an expensive rocket, supported by a small army of scientists, technicians, and aerospace contractors. Whatever you bring back has to be more valuable than everything you expended getting there. Right now, there's nothing in the known universe whose economic cost will justify the expense of going out and getting it.