It’s not worth doing because it is easier, but because all of our eggs are in one basket (planet). We know of disasters that can wipe out almost all life on a single planet. Of course, there are also disasters that can wipe out all life in one star system (and one region of the Galaxy). So, ideally we need to colonize many worlds in many different parts of the Galaxy, but baby steps. Step one is to have a sustainable population on multiple moons/planets/stations of this star system before we jump to other star systems.