For one, we will eventually exhaust all the resources on this planet, and our species will become extinct if we cannot - at the very least - successfully extract resources from other worlds. We really need to find a way to actually live on other worlds if we are to continue to exist.
Actually, it's fairly easily shown that if we continue our current exponential rate of population growth and resource usage, we'll use up the entire Milky Way Galaxy in 2,500 years. That's assuming nonexistent magitech FTL drives which contradict our current fundamental physics theories.
Or, we could stabilise our short-term rapid growth and learn to live on the one accessible habitable world we have, like we did for the past few million years. Our choice.
By the way, any future that has economically viable space colonies in it will also have economically viable greenhouse cities in Antarctica, the Sahara and the Australian outback first. Because they'll be much cheaper to build, require no launch costs, don't have to be perfectly airtight, and you get atmospheric pressure, water and oxygen for free. Also, in the case of war, plague and political tensions, ground-based semi-closed environments will be much less fragile and more survivable than sealed orbital tin cans.
Any space activists keen on setting up some of those first?