Mercury has an unusual composition: It seems to consist mostly of metal, which is otherwise common in the cores of planets. Also, Mercury's rocks are rich in volatile materials, which could not have formed as near to the Sun as Mercury is today (cf. https://www.ldeo.columbia.edu/news-events/messenger-data-reveals-evidence-ancient-carbon-rich-crust-mercury). Therefore, astronomers have conjectured that some cataclysmic event (eg. a collision) might have thrown Mercury closer to the Sun and ripped off most of its crust.
Now the question is: What became of the crust? And since the asteroid belt is not very rich in metal (or is it? Did I misunderstand?), I wonder whether its origin might have been said collision (probably with Mars, or possibly with Ceres).
Also, the asteroid belt is rather carbon-rich, just like the remnant of Mercury's crust (https://progearthplanetsci.springeropen.com/articles/10.1186/s40645-019-0312-z). Coincidence?
Perhaps, one could even make sense of it from a physical perspective: Crust and mantle might have "repelled" each other, that is, by Newton's principle of contrary motion, the two would have travelled in different directions, Mercury inwards and the debree outwards. (EDIT: To clarify this point: An object might have hit primordial Mercury, causing its crust to separate from what's now Mercury, so the crust may have first pushed Mercury, and then seperated and went off in the opposite direction.)
Also, the mass of the asteroid belt is little enough so that all could have come from Mercury's former crust. Indeed, it totals roughly twice the mass of Pluto's moon Charon.