Fire weighs a lot in Valheim, uhh, for ores only, I guess.

Viking science.

The real answer is that it's intended by the developer so that you cannot easily move, process, or use ores without making a proper settlement that can handle such things like a group of furnaces next to the place you have a Forge. It's all intended. It's the main reason why cowards like to use the move ores through portals mod.