This isn't from the moon or an asteroid, it's from Mars. While Mars does have lower gravity than Earth and the atmosphere is thinner, it's not insignificant (it's something like 38% gravity and the atmosphere will still offer resistance to any launch). You would a) have to fly the thing to Mars with enough fuel to not only lift off from Mars, but also give it enough oomph to transit back to Earth. Even if you did a "create fuel on site" scheme, that unto itself is very complex and hasn't been tested at any scaled level. You could also make the launch vehicle not the return vehicle and make it rendezvous with an orbiting return rocket that would bring the sample back, but that is also very complex and you still need the sample to get orbital velocity b) have to land the launch vehicle in a way where it has an optimal launch trajectory c) also be close enough to the sample sites so retrieval is practical. One reason they were excited that the drone copter worked well is because they provided for an alternative means of retrieving the samples as opposed to a rover, which in theory gives them a greater selection of landing sites