Getting useful materials from a planet with significant gravitation to space proper is inefficient. You will spend a lot of energy for the cargo just to reach the escape velocity.

Asteroids are much more promising in this regard, at least until we need to build structures of yet unprecedented size.

Also, terrestrial planets have a problem: the most interesting stuff is mostly located in the core (various metals), and it would take a lot of "stripping" of the outer layers to reach that core. With asteroids, you don't have to dig too deep.