The simple answer, unfortunately, is yes.
In fact, it is a resounding "yes". Option "A" uses a large "bag" to enclose the asteroid, and then to tow it to lunar orbit (or another feasible location). There's a problem, though, which is that simply surrounding an asteroid with a cylinder won't capture it. You have to "tighten" the "bag". This is implied in a graphic here and is explained in an article in Popular Mechanics ("How to Mine an Asteroid", Aug. 2012), and shown in a video on NASA's website. Basically, a series of "arms" constrict the "bag" to form-fit the bag to the asteroid's surface. The procedure could create many indentations on the asteroid's surface, and, as you said, destroy some of the most valuable information. The footprints of the astronauts who walked on the moon will stay there for many years; any indentations on an asteroid will be impossible to fix.
However, this entire idea is far from finished. NASA will not even decide between options "A" and "B" until "late 2014". So we won't know the precise details for a while.
So why go ahead with the whole thing if we're going to lose some of the best information we could get? Well, the Initiative isn't motivated purely by surface features. Part of it is spurred on by plans to pioneer new technologies needed to get humans to Mars. Other tangential benefits include diverting an asteroid that could be headed for Earth (although the asteroid candidates for this mission are much smaller than any of their more dangerous cousins; also, the Asteroid Initiative is under "Asteroid and Comet Watch" on NASA's website - right near plans to blow up a dangerous asteroid!), or even mining an asteroid for metals or resources for astronauts (such as water).
Also, this mission isn't the only way to study an asteroid (although it might be the best). We could always send a lander to an asteroid - after all, we can land on a comet (erm, well, we're trying - I'm rooting for Rosetta and Philae!), which would make it simple to collect samples before heading home . . . although the distance to travel would be a lot longer than just to lunar orbit.
All of this comes together to mean that NASA won't worry itself over losing data on the surface of the asteroid. Would that information be nice? Oh, yes. But given the other good things coming out of the mission, the pros here outweigh the cons. It's simply one of the trade-offs that might have to be made for this mission.
"How to Mine an Asteroid". Popular Mechanics. August, 2012.