The gravity issue is overcome by spinning the environment. The best reason for using off-planet habitats for space work is the planetary gravity well. It costs a fortune to boost something into orbit. Once you're in orbit, however, you're "halfway to anywhere." It doesn't make sense to keep shuttling people between the surface and orbit.
Already addressed that (2 posts up, asterisk). As far as the gravity well, you are completely right. However, I cannot see mining all our our needed materials from asteroids. Ultimately, we are going to need to lift stuff up.