I was thinking they'd crash it into the far side of the moon. Is that an option?
"Practically", you would have to ship your ore / ingots back up the moons gravity well, then to earth. You would need to build a moon base, a moon maglev cannon for shipping your final product, and then, make sure you miss all this infrastructure when you "land" your bundle of resource.
This (mobile) processing plant would need to resist debris from the impact (no air = no slowing down of the debris) and the moon-quakes generated by the impact of millions of tons of dense metal ore at high speed in the vicinity. If your processing plant is far from your impact site, you need your many "harvesters" to transport your ore for a long while.
But at least you don't have to undock your processing plant from your asteroid, only its tug.
Depending on Delta-V it might also dirty up the moon's orbit.
Also, any equipment stuck on the rock is lost (equipment up there cost A + weight-in-kg(A) * 1.n * $1000, unless made "on-site"). But you might end up with an already melted pool of material.
Different challenges.