[sandworm101]

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.