It may simply not be worth it. Outside of sheer curiosity, there are two reasons I can think of to leave your own solar system. One is overcoming resource scarc

It may simply not be worth it. Outside of sheer curiosity, there are two reasons I can think of to leave your own solar system. One is overcoming resource scarcity. But interstellar space is extremely hostile to anything that isn't a cloud of dust and there are no resources available for thousands if not millions of years. If you've developed technology already to overcome the need for resources and are hardened to endure conditions for that span of time, you may overcome the resource limits of your own solar system anyway. The second reason is to escape the death of your own sun. That takes long enough that far fewer lifeforms would be expected to even face that challenge compared to resource scarcity. If you manage to sustain a high-level civilization that can overcome resource scarcity and conquer the challenges of interstellar travel for the billions of years it takes a star to die, maybe you can simply prevent that death by technological means we could not possibly foresee or understand? Those are hand-wavy answers, but this is sort of the problem. We're imagining near god-like beings here and asking why they don't behave the way humans have historically behaved with respect to exploring and colonizing remote parts of our own planet. The analogy breaks down at some point and we have no idea what beings capable of that kind of thing would even want to do. Even our best sci-fi imagines answers that are pulled out of imaginary asses but frankly no less plausible than anything else anyone here will come up with. The builders of the expanse series expanded to a few hundred systems but then simply didn't need to expand any further. They figured out how to stop fusion and star-aging and tapped into energy sources from other universes (then got killed off anyway, but seemingly would not have kept expanding). The monolith aliens of the space odyssey series evolved into a non-material form that was actually here the whole time but we had no means of detecting them.