How do you get enough fuel to the asteroid to bring it back if even sending a 'measly' rover to Mars is a multi-year endeavor. Asteroids weight a lot more than a rocket and you need to change their velocity by the same amount
To be explicit, the ARM mission propulsion bus, canceled in 2017, is now to be the main component of the lunar gateway program. But it's like putting the cart before the horse with no intention of getting a horse ever. All this talk about lunar gravity well exploration is just sour grapes.
https://en.wikipedia.org/wiki/Power_and_Propulsion_Element#A...
However, the limitation is mass not volume so while an asteroid 1/3 that density might be chosen it’s still going to be fairly compact.