Real Silly Remark
WHY Not??
As far as I know when Steve made the modules he simply didn't realize the issue was there. Recently there has been some talk about changing it from an asteroid module to one that can mine on everything with gravity below certain point, but it is currently unknown if it will be implemented and if it will it will happen with the next patch.
You can kind of do something similar for planets and moons by plopping standard mines on airless bodies and parking habitation modules in orbit.
In the future this will be an option. At the moment the cost of orbital habitats is just flat out ridiculous. I love the concept of orbital habitats and tried to incorporate them within my games, but even when role-playing they are so stupidly expensive it makes no sense. In normal games, where you do not role-play, there is even less reason to use them. Automated mines are far superior to normal ones supported by habitats.
True, but then they take up shipyard capacity...
As TheDeadlyShoe said normal mines take up construction factories and if you want to mine asteroids, you need automated mines, which are twice as expensive as normal ones. If you start with more or less standard settings (500 construction factories), building a hundred automated mines will take your manufactures over a year, during which you can't build stuff like research labs, more factories, academies and such. On the other hand, a reasonably small commercial yard with five slipways should be able to build an equivalent of fifty mines at once for half the resource cost. As such asteroid mining modules are superior in every possible way to automated mines, which is why they would be great, if they weren't limited to asteroids and comets.