>They are generally far from the sun so solar power is significantly less useful.
No, they aren't. There's tons of asteroids in Earth-crossing orbits. And Mars-crossing orbits too. It'll be a long time before we use those up.
>You need to move a lot of bulk material which means heavy Delta V problems.
No, you don't. You process the ores near the asteroids; you don't have to ship it all to the point-of-use.
>Micro gravity means you can't have humans in the area for long without giant structures.
So what? You don't need a lot of humans there; this stuff needs to be automated (or at least remote-controlled). And artificial gravity doesn't need a giant structure; you can do it with a small structure on a tether.
>Finally, economically resources are just not that scarce.
That depends on what resources, and where you want them. If you want a lot of platinum, it's very scarce here on Earth, but mining one Earth-crossing asteroid could provide a huge amount of it relatively cheaply.
>As to mining Mars's moon's they don't really have a lot of useful material that is not on Mars in the first place.
How do you know that? Mars's moons are really just captured asteroids and likely have no geological relation to Mars at all.