I had the same reaction - actually, I was thinking in some sort of spatial hoover - but I am still trying to work out in my mind if it would work. Can you explain how you came to the conclusion it wouldn't?
EDIT: Looks like I was a bit late, I wrote this comment ~hour ago but didn't post it till now. :P
"Evaporate some more nitrogen off that asteroid, Joe, we need to blow this dust away."
Really, you're not vacuuming up objects, they're just along for the ride in their immediate atmosphere.
(...And in space, you have no atmosphere to manipulate.)