In terms of delta-v, the asteroids are much closer to us than mercury. A small one in the belt is like delta 1.5km/s from earth escape, versus 11km/s to mercury

In terms of delta-v, the asteroids are much closer to us than mercury. A small one in the belt is like delta 1.5km/s from earth escape, versus 11km/s to mercury. Heck, the Mars moons are technically closer to us than 'our' moon. (Overview i.e deltavmap.github.io/) And the sun is a gravity well. Mercuries higher orbital speed will not help you leave the solar system. In fact, it is the other way around. Oh, and solar cells are already crazy good. With all the space you have out there, higher energy density on mercury will be very marginally important.