Going down the gravity well, creating an entire sentient race to mine the stuff extremely slowly and then going up the gravity well is incredible waste of time and energy, considering there are asteroids floating by where they could land with minimal expenditure of energy, scoop up more gold than humankind ever produced within few hours and fly away.
So that doesn't hold water.
Maybe all the above is just the aliens' progression for doing something actually basic and needed, such as the analogue to inhaling.
Of course they wouldn't be 3d aliens in such a case.