While the crew is on the asteroid, about to leave - it seems as they just kind of drive off and out into space. Anybody that knows about space knows that taking off from a planet/moon/asteroid is impossible without reaching certain speeds. Scientists call it "escape velocity." Check it out. Ask a science teacher, it's true!
While it is true about escape velocity, the asteroid, being small, would only have a very slight amount of gravity; so its escape velocity would also be very small. The shuttle would only take a few seconds of thrust to reach this speed, and leave the asteroid.
Notice AJ just threw a rock of the surface too. Escape velocity would have been very low and I do recall them driving off the surface in the armadillo.