This is the first step in developing the techniques required to sustain life in space without having to haul everything up Earth's gravity well. If we can get good at this, then it changes the entire economics of space.
Of course, how you get that water to the target is another matter - getting it to a space station could be hard, but maybe you could pull chunks off the comet and send them crashing into, say, Mars. This might be a way of 'terraforming', to get water into the atmosphere, maybe even allow some of it to collect into small lakes, then you send some probes over with plants to start growing, bootstrap your way up.