I'm not an expert, but I believe it's to do with the Falcon 9's strength: it's strong when compressed length-ways, since it must endure the force of the rocket

I'm not an expert, but I believe it's to do with the Falcon 9's strength: it's strong when compressed length-ways, since it must endure the force of the rocket motors, air resistance, etc. but it is much weaker when squeezed from the side, which your lasso, robot arm, etc. would do. There's probably an analogy to a drinks can too: when full they're difficult to squeeze, but when empty they crumple easily. By the time the Falcon 9 attempts a landing, its fuel tanks are mostly empty.