Yeah why don't we just place an order at the first available orbital facto...oh no such thing exists. Well we can order some aluminum from an asteroid mining smelt...oh that doesn't exist. Well I'm sure the useful payload entirely built in orbit is...oh.

There's no infrastructure in space to do anything. Even if you built a rocket in orbit that doesn't do you any good if the payload in sitting on a pad on the ground.

In my opinion the ground is the best place to make them. It's much harder to do independent inspections of the work when you have to fly the expert who wants to look at the assembly into space and train them how to do EVAs.

The two things I think would be interesting to demonstrate in space is aluminum extrusion production (standardized framing) and fuel production. To do either of those sustainably in space would be an impressive accomplishment.