You need to have a colony on the body to unload to. Can't unload at any old body, has to be a colony. This is universally true for other things too, notably ground forces including Xenoarcheology and Geosurvey companies. Even applies to orbital mining platforms and terraformers believe it or not.
The only exception I can think of is fuel harvesting from a gas giant, since you can't colonize those anyways.