It depends on your destination. It doesn't make sense to get things on Mercury and bring them to Earth, but if you need them in space, it may make sense. Don't forget that you pay about 12-13 km/s of delta V to get anything from Earth either.
You still don't seem to understand. You need 12-13km/s to get to anywhere useful from Mercury. Closer to Sun than Earth there is only Mercury and Venus and nothing else.
For example, if you wanted to build a base on Mars using resources that you obtained somewhere else, it would actually require many times more fuel to get anything from Mercury than it would be to get it from Earth surface.
