Don't tell that to the politicians! We'll never get to leave the solar-system if they believe they can have all the oil they'll ever need right here in the neighbourhood!
That's probably the next logical step, though, honestly. Not necessarily oil specifically, but resources in general and even colonization of any nearby planets/etc. that will allow it.
How did we discover (and begin actually using) the Americas? Christopher Columbus was sent on a trip to retrieve resources from India. It was a financial trip, supposed to enrich the government, not an exploratory one.
That's kind of how it's always been. Societies have discovered new people, lands, and resources by accident while trying to expand their empires (generally).
Furthermore, as we continue to consume resources and grow our population, we should probably strive to expand our society to other locations before we overconsume and overpopulate to the point that it starts to cause problems.