Bennu is a carbonaceous asteroid that is currently accompanied by the OSIRIS-REx spacecraft that will take samples from it to return to Earth.
Its diameter is 490 m. and it is slightly denser than water and therefore the predicted macroporosity is about 40 %, suggesting its interior has a rubble pile structure.
Bennu's orbit around the Sun, with a period of 1.2 year, is close enough to that of Earth to label it a potentially hazardous object.
From Evidence for widespread hydrated minerals on asteroid (101955) Bennu:
Early spectral data from the Origins, Spectral Interpretation, Resource Identification, and Security-Regolith Explorer (OSIRIS-REx) mission reveal evidence for abundant hydrated minerals on the surface of near-Earth asteroid (101955) Bennu in the form of a near-infrared absorption......
(Emphasis by me.)
According to the Wikipedia article about Bennu its surface temperature changes between -37 and +6 °C, and compared with the lower than -200⁰ C temperatures measured in the cold traps near the south pole of the Moon, mining the ice there would be much more difficult then extracting the water from the loose material of Bennu.
Furthermore on Bennu energy from the Sun is easily available while near the lunar south pole many miles seperates the rims with sunlight from the mining places in eternal darkness.
A big disadvantage will be that because of Bennu's orbital period of 1.2 year, only once in about 6 years Bennu and the Earth will be in close proximity, but that could be compensated for example by bringing enough tanks with water from Bennu into orbit around the Earth.