One would think that using fuel to touch-down slowly is wasting fuel since they could use some kind of capture scheme with a parachute instead. I've read many times that the weight of the fuel is a big problem in spacecraft.
Most capture schemes require the rocket to survive structural forces it isn't designed to handle. Increasing its structural thrength would increase its weight. Spacex tried parachutes on early designs, but gave up on them. A parachute landing on the ground means impact forces, landing in the ocean means salt water corrosion. Also even parachutes have a cost in weight, including structural strengthening. SoaceX and Blue Origin have both looked at the various options, crunched the numbers and opted for propulsive landing.