Given that you want an asset which is difficult to move, wouldn't it be better to build infrastructure instead (eg. roads). At least you can use that asset. I don't understand why gold would be preferable.
roads require maintenance and are only valuable between two points people wish to traverse. gold doesn't deteriorate, is trivially divisible, and can be moved when you want to -- stays put when you don't. gold has been a store of value for millennia, so I personally find it ignorant to ignore the historical significance. hopefully we can rope an asteroid with a few billion tons of gold (and other precious metals) and make them all less precious indeed.
If diamonds are anything to go by, it is perhaps unlikely that the asteroid miners would dump the whole lot on the market in one go. It would be in their interests to maintain prices in order to maximise their profits, would it not?
Depends on if they're using the Bond villian playbook or not. I'm sure there's some convoluted plot you could cook up, given the threat to depress the world gold market.
Infrastructure is both less durable as well as less liquid. It also returns diminishingly as you engage projects on your opportunity cost frontier. Also likely to be less secure to military or political threats.
The problem is that roads are too usable. They can be used by your political enemies just as they can your friends.
You can give your gold to other countries in exchange for stuff (eg weapons) but you can't do the same with roads