The weight of the legs is probably quite low so this might have been the easiest solution.
Thus the landing profile is the "hover-slam": the engine is started at the exact point in time necessary to reach a "landable speed" (from 0-several m/s) at the ground, and is cut off when it gets to the target.
While modern avionics are quite good, it's still coming in pretty fast and from far away and will have some variance in location and speed, just because that's the real world. Probably they don't quite know how much yet, but it could easily miss the target by multiple meters and a few meters/s. And that's a heck of a condition to build some sort of giant grabbing apparatus for.
Perhaps once they're routinely landing on land, they may be able to determine they can hit the target well enough to build a grabbing contraption. Or maybe it's too hard. Or maybe they'd rather keep their infrastructure to a minimum: a concrete pad is a lot cheaper to build and easier to operate, and SpaceX wants to do a lot of flights.
Besides, the 4000lb of the legs is on a 40,000lb rocket.
It's been said to be capable of 60% (or maybe 40%, depending on how you interpret a three-character tweet). But even that is still not enough: the stage is 40k lb empty and a Merlin D at sea level is 165k lb thrust. You'd need to get it to 25-33% to hover nearly-empty.
(Keep in mind most SpaceX numbers involve a fair amount of guesswork and Kremlinology, and they're always changing, but they should be ballpark accurate.)
Maybe they just wanted to keep complexity down? Or they simply can't land with sub meter resolution to garuntee they get within the claws reach?
Also I think they want to use the same system on Mars where there won't be any infrastructure.
The F9v1.1 cannot hover when landing as the TWR with an engine at 60% thrust (the minimum) is almost 2.