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Things there move fast in orbits, the gravitational attraction can't just "collect" them, not more than the Earth can. For example, ISS travels 17 thousand miles per hour, or 5 miles every second. Moving the "big and heavy" object around is of course much harder and energy demanding than moving the smaller objects themselves and the gravitation is unbelievably feeble force compared to all others.

The article gives the examples of the cheapest solutions already. It's impossible to imagine more expensive approach than using any other gravitation than Earth's.