Would it not be possible to create a nuclear powered robotic installation on that asteroid as well? I guess the initial costs are high, but it would pay off in the long term (just move the factory once you are done, the low gravity requires little fuel)
If you're only going to the asteroid belt, you can probably get away with photovoltaics instead of nuclear power, too. And yeah, it seems it would be better to do it in place. But if it's really quite pure metal, there's not much refining that would need to be done.
