When will we need more resources than exist here? We'll be mining the sun to run future simulations. Do we need more compute? Seems like we'll just stay inside.
Most life is probably similarly bound up to their origin. That and life is hard by many, many, many hard steps. Earth life is nearly 30% the age of the universe and it took us this long to get here.
It'd be near impossible for aquatic life to have an industrial revolution without aqueous chemistry control. Can't do that when you're stuck inside water. It's also hard to evolve reasoning when you can't see far ahead. Little evolutionary pressure on reasoning over time and distance.
And it's hard to leave water. You need to evolve new eyes and lungs to live on land. And then you need an energy source like O2, which tends not to stick around.
So many reasons.
The distances of space are certainly one holding us back now.