Where do the raw materials for the thing it's building (or the robot itself for that matter) come from?
From the earth. Maybe in the future space.
Finite natural resources are by their very nature, limited.
Yes finite things are finite. Glad we cleared up it.
Finite means not free. Who will pay?
If your magic robot is magic enough you own anything you want. You pay with the oldest currency in the world. Might.
I don’t think pillaging the earth’s natural resources (even more than we already do) is going to go down well.