The reasons for doing this are many. For one, a manned mission beyond the moon to a faraway asteroid would likely take six months or more to reach even the closest passing asteroid of interest. During that time out from under the protective umbrella of Earth's magnetic field, astronauts would be exposed to long periods of cosmic radiation--the effects of which aren't exactly defined. Moreover, it would be costly, dangerous, and might not yield that much scientific benefit. But an asteroid in orbit around the moon meshes well with some other initiatives NASA has cooking, including placing a fixed space station at a Lagrange point on the far side of the moon from which human inhabitants could tele-robotically explore the moon (and, if available, an asteroid).