Space is big, so a probe needs to go pretty fast to get anywhere in years instead of decades. Plus, a returning probe picks up a lot of kinetic energy falling back into Earth's gravity well. Carrying a heat shield and carefully smacking into the Earth's atmosphere is way more doable than carrying all the fuel it wound need to decelerate enough to park in low earth orbit. That fuel would need to be added to the payload at launch and be carried along for every maneuver, which means you'd need more fuel to move that fuel, then more fuel to move that fuel (the so-called tyranny of the rocket equation) Not to mention having to come in aligned with the ISS's orbit, or even worse having to do a plane change maneuver on top of decelerating, all of which would need fuel.