But how exactly does a planet "snatch" another object? The smaller object starts out at a huge distance from the planet, falls towards it (increasing its kinetic energy), passes by the planet (if it doesn't crash into it), and then... converts its kinetic energy back to the amount of potential energy it started out with, right?
Now if two different bodies would collide while close to the planet, some of the debris might just end up in orbit around the planet. But why would one small object not simply leave the planet again?
(Just an honest question, not saying anyone is wrong, just wondering how it works)