Likely only around jupiter-like planets, if any large region of gas was that dense it would quickly collapse into either a gas giant or star or even multiple stars.
Probably more in high-gravity locations, such as planets and stars. Thinking about the Juno satellite orbit, would it be better/easier/cheaper to hang a mining station in orbit around Jupiter, or have a satellite/ship dip into Jupiter's atmosphere every orbit?
Counterintuitively, the energy costs are basically the same. Whether you dive in to pick it up, or run into it out in space, you will still have to accelerate the gas to orbital velocities before you can cram it into a tank. Some of the gas in space may already be moving very fast, may even be in an orbit, but it is probably not aligned with the orbit of your tank.
Either way, the energy required to maintain operations anywhere near Jupiter means you probably want to find your hydrogen somewhere else.
Assuming there really is other intelligent life out there, "where you were born" seems to make a huge difference in what your species can accomplish in its lifetime.
Seems like we are somewhat validating Vernor Vinge's "zones of thought" idea