Government space agencies and some of the largest space companies are talking about building a space station somewhere in cis-Lunar space, the so called "Gateway". As far as I've heard, the (still very preliminary) plans are to assemble its modules in the intended final orbit.
Wouldn't it be safer and cheaper to assemble it in Low Earth Orbit instead?
Safer given the experiences from the ISS and with much better radiation protection for the crew and the option for quick evacuation to Earth.
Cheaper given that chemical rockets would only need to launch the modules of the space station to LEO instead of to a higher delta-v orbit at the Moon. The space station, when ready to commence operations, could then be towed outwards to its intended orbit by a Solar electric propulsion spacecraft. Since the now canceled Asteroid Retrieval Mission was formulated for over half a decade ago, it has been a priority for NASA to find some kind of mission for a powerful SEP-tow to prove the abilities of this propulsion technology.
Here's a recent Boeing presentation of a Gateway station concept: http://spirit.as.utexas.edu/~fiso/telecon/Duggan_8-9-17/