One of the plans when the ISS was conceived was to do exactly that: assemble missions to be sent on to other worlds. From the Memorandum of Understanding behind the ISS project:

> 2.3. The Space Station will enable its users to take advantage of human ingenuity in connection with its low-gravity environment, the near-perfect vacuum of space and the vantage point for observing the Earth and the rest of the Universe. Specifically, the Space Station and its evolutionary additions could provide for a variety of capabilities, for example:
>
> - a laboratory in space, for the conduct of science and applications and the development of new technologies; > - a permanent observatory in high-inclination orbit, from which to observe Earth, the Solar System and the rest of the Universe; > - a transportation node where payloads and vehicles are stationed, assembled, processed and deployed to their destination; > - a servicing capability from which payloads and vehicles are maintained, repaired, replenished and refurbished; > - an assembly capability from which large space structures and systems are assembled and verified; > - a research and technology capability in space, where the unique space environment enhances commercial opportunities and encourages commercial investment in space; > - a storage depot for consumables, payloads and spares; and > - a staging base for possible future missions, such as a permanent lunar base, a human mission to Mars, robotic planetary probes, a human mission to survey the asteroids, and a scientific and communications facility in geosynchronous orbit.

It was just never used that way. It turns out that simply sending missions to their destinations directly from Earth was easier than rendezvous with the ISS to assemble the mission piece by piece. To assemble missions at the ISS would require a large workshop where astronauts could routinely enter and exit the ISS, hold various components ready to be assembled, and provide the required propellant. With the heavy lift rockets entering service shortly it will be even easier to launch missions direct from Earth to other worlds. One of the main design intentions for Starship/Super Heavy is to reload propellant in orbit and carry payloads directly from Earth to Mars.

In the future it might make sense to build these missions in orbit using materials mined from asteroids or the Moon, but we're a long way from that possibility at this point in time.