Not necessarily.
If you fly all the way from Earth to Titan this may be the case, but if you avoid the gravitational wells the flight is cheap.
The extraction could happen in phases: The surface extraction facilities could use a mass accelerator to put containers of hydrocarbons in orbit (the containers themselves could be made of ice), a transport craft picks them up and using a part as fuel accelerates and travels into the orbit of the Moon-Earth system.
The hydrocarbons could be delivered at a terminal in the moon, just put into orbit around it or delivered into earth orbit, from there they could be equipped with chutes or something the like to make a soft descent and done ;)
The most expensive part in terms of fuel / energy of a space trip is reaching the escape velocity from earth, the rest is cheap.
In the future the fuel may not even be consumed in the Earth but in Mars or the Moon... Hey, we could even create a darn sweet greenhouse effect in Mars with all this methane!