I think this has much of it's roots in the European Renaissance and the European Reformation. But the roots go farther back than that. Pythagoreans attemtped to form an ideal society and the ancient Israelites left Egypt to build a new ideal, sanctified society in the Land of Canaan.
You can see the fruits of this all over America, in Zionism, and in the Tech community which envisions Silicon Valley as an Island governed by the future :). Humans just want a nice place to live? Or maybe the end result of history really will be a Utopia? ;)
[1] https://en.wikipedia.org/wiki/City_upon_a_Hill [2] https://en.wikipedia.org/wiki/New_Harmony,_Indiana [3] https://en.wikipedia.org/wiki/Utopian_socialism [4] https://en.wikipedia.org/wiki/Kibbutz