The problem is that anything coming from space to Earth is going to be traveling at a minimum of around 7.5 kilometers a second - over 16000 miles per hour. That's what you get if you settle into a stable orbit and gradually brake into the atmosphere - any other angle is probably going to have a higher speed.
The issue isn't the difficulty of finding a braking system - there's lots and lots of possible systems to safely decelerate from that speed to something that can land safely. The problem is what happens when whatever method you're using fails. Heat shield wears through in an unexpected way and sends the packet hurtling in a random direction, parachute doesn't deploy, retrorockets don't fire, and so on. If that happens you'll only have shed a small portion of your initial velocity and are way, way off course. This is not an insoluble problem - the obvious answer is to put together a treaty to use ocean or large expanses of "waste" land as barriers around your landing zone - but solving it is a political and diplomatic problem, not an engineering one. Political problems are much harder to solve.
There's a real possibility that the benefits would be worth the immense costs, especially if you start using the stuff you mine to fabricate more mining gear, but the immense financial risk means that only a nation-state is likely to have the resources to start the flow. And that's also a major political football.