Asteroid retrieval is about $1-2 Billion spread over a decade. Single moon landing is at an order of magnitude higher at $10-20 Billion with unknown duration. This is what happened with Shuttle and Station and appears to be happening with SLS: they eventually sucked cash out of other NASA programs while legislators direct even more resources into those single projects as if 10,000 people working together can't manage more than one task.
We should go back to the Moon but that should not prevent us from also snagging an asteroid. The funny thing is that the returned asteroid was planned to go into Lunar or very eccentric high orbit, either would have been a great shake-down cruise for Orion before going to the Moon.