[quote name='gargus']Same reason why we go to the desert. We know nothing is there, weve been there before, yet people still go out there to look for things, or to see something different, or they go to the grand canyon to look at a big hole in the ground. Why would something from some other galaxy be any different?[/QUOTE]
It takes an amount of energy to get from point A to point B. When A and B are light years away, you have a massive amount of energy needed.
Earth itself doesn't have fuel for an interstellar ship readily, but it does have a bunch of beligerent walking ape capable of knocking an interstellar ship out of the sky.
Also, that assumes life outside of Earth is water-based. If it was methane-based, several Jovian moons and Mars would be better playground.