Since the suspected ice is at the lunar poles, you could only launch into a polar lunar orbit. That's less than desired for several reasons. Going to escape velocity allows you to send the materials either back to Earth for processing in LEO or to one of the LaGrange points like L5.

I would greatly prefer to have the materials in LEO for use there. Like I mentioned in my earlier post, ice in LEO could be used to propel a space tug to do a variety of things. It could also be used to produce consumables for use on other missions, such as manned spacecraft bound for the moon, Mars, or elsewhere.

Leaving the materials in lunar orbit means you'd either have to get it back to LEO for use or to send spacecraft to the moon first before going elsewhere. I think you get the most bang for your buck from LEO.