But the issue really is distance. And the Moon is a LOT closer than the asteroids.
Asteroids are differentiated. Some are mostly pure nickel-iron. Never heard of that being available on the moon.
Why wouldn't there be a vein of iron ore on the Moon? There are veins of it on the Earth.
Sure, you might have to dig a bit for it. But digging on the Moon means a LOT less travel than scouting the asteroid belt.
I think distance is not the real issue, the real issue its efficiency. Maybe there is a meteorite out there who's orbit and mineral concentration make it a particularly good target for resource extraction. If we can get those resources down safely, and cheaply it would be like a new, world wide, gold rush.
Besides, extracting 500 tons of anything from the moon sounds extremely costly compared to some solar powered ion engine designed to over the years alter the orbit of an asteroid.