Because it is extraordinarily difficult to prevent. The concept of delta-V is key. These objects are on hyperbolic orbits (most of them) and would take enormous amounts of energy and hence propellant to push them into heliocentric orbits.
"2) Would it not be in our interest to capture these objects and send them in orbit around the sun for us to study?"
Yes. It would be nice. First we must develop nuclear rocket engines. Given the political climate, these would probably need to be developed and tested in Russia.
)3) Could we not use their velocity to slingshot vehicles to our own destinations?
Probably not. They don't weigh enough.
"4) Perhaps we could hitchhike upon them and go for long rides, with remote vehicles or even manned vehicles."
No. You would have to match velocity with it, meaning you would have to expend the same delta-v as entering its orbit without the body being present! Since most are on long-period hyperbolic orbits, this is a non-starter. Even "inside the solar system" objects like Halley's are impractical. Its period--I believe--is 76 years, which means it would take 38 years to reach its apogee.
"5) It could even be possible to jump from one object to another to increase our own speed or change and go in the direction that a passing asteroid could be going."
No. This would be a nice way of becoming scrambled eggs. Furthermore, there is not a traffic jam of these objects, all whirling by waiting for you to 'jump' from one to the other.
"6) Could we not land on these objects and turn them into space vehicles?"
Sure. First develop nuclear rockets.
"7) Perhaps even we could mine them for ore, or even find ancient artifacts on them."
Sure. First develop nuclear rockets.
"1) We could capture them in similar ways that a cowboy lasso’s an errant bull, except we could use nanofilament fibers launched with rockets."
Stick to your day job.
"2) We could protect ourselves from these objects with space based ‘fishing nets’ that could effectively capture them or alter their courses"
Cling to your day job with all your strength.
"3) Maybe we should land on them and install a rocket and steer them away from Earth or into a useful orbit."
Fist develop nuclear rocket engines.
" 4) As well as the suggestions above why not venture into the asteroid belt and start a whole new business of mining them for ore, the idea of making money there would inspire many businesses and adventurers. Don’t think that we don’t have the technology to do these things because we certainly do. Want to get away from it all?"
Don't quit your day job--and first, develop nuclear rockets.
--Boris