Why send the landing mechanism to space when it isn't needed there? Whatever kit you put on a rocket has to be brutally miniaturized to limit how much you eat into the payload mass. Also has to be rugged enough to withstand tremendous vibrations and thermal stresses. That adds cost and more points of failure. You want to move as much of the complexity off the rocket as possible. Then doesn't matter if the catching mechanism on the launch tower is big and heavy.