Possibly because real asteroids have different compositions. No doubt many different materials would be used in the Death Star, some very common in asteroids and others very rare in asteroids.
Depending on the composition of an asteroid and the composition of the Death Star an asteroid might be made of 2 percent Death Star building materials or 20 percent Death Star building materials or 84.6 percent Death Star building materials or 0.04 percent Death Star building materials or some other percentage.
The other matter in the asteroid that can't be use to build the Death Star has to be thrown away.
So instead of building the Death Star out of a single asteroid it makes more sense to mine many asteroids of different types for the different needed materials and transport those materials to space or planetary refineries and factories to convert them into Death Star parts and then take them to where the Death Star is being built floating in space.