You state
After all, an object which is not gravitationally bound to another object will never become gravitationally bound unless it interacts with other objects so it can shed some of its energy
italics mine
"never become" is not true if it is coming along with a correct angle and velocity for an elliptical orbit around the larger mass '
Jupiter, as well as other distant gas giants in the solar system such as Saturn and Neptune, has another ace up its sleeve. Not only does it have a very strong gravitational pull thanks to its mass, but it is also quite far away from the Sun. It’s about 5 times farther away from the Sun than Earth is, completing a full orbit every 11.86 years.
This great distance allows Jupiter to exert a larger area of influence or control as the Sun’s gravitational influence weakens the farther away you travel from it. With such a wide net cast, it’s no wonder that Jupiter has moons orbiting it as far away as 23.5 million miles, as is the case for Pasiphae and Sinope. Meanwhile, Venus and Mercury, the two closest planets to the sun in the solar system, have no moons at all, while Earth has a measly one to speak of and Mars has two tiny satellites.
I am copying from the comments below:
The above quotes say that it is not only its mass, but its location in the planetary system that gives it a large phase space at a first chance to catch something, its large volume dominance filtering off the inner orbits the majority of incoming masses.