The film mentions that the telescope, and especially the sun shade, is very fragile once the deployment is complete. The amount of delta-v to get from any Earth orbit where an existing spacecraft could rendezvous with it to L2 would require a enough thrust that the acceleration would probably damage the deployed structure. Also, the deployment will dramatically change the centre of gravity of the structure, so the transfer stage would have to be positioned to compensate for this, which would make it difficult to fit into the payload fairing.
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