It is intriguing because it may have been ejected after a star went red giant and stripped most of its volatiles from it, a billion years ago and wandered across the galaxy very slowly until it first encountered our solar system. It would have been incredible to be able to put together a lander mission, but the direct delta-V to rendezvous would be ludicrous.

A fast fly-by would not have been though, if it had launched as soon as we saw it.

A “direct intercept” like you’re suggesting gives you very little time to take any measurements even if we had a vehicle standing by. For now it’s not the kind of mission NASA has chosen to fund just in case they got the opportunity to scramble a one time fly-by mission to collect a few seconds of data on an object that happened to streak past us this millennia.