1 light-year is 63,241 AU.
An AU is the distance from the Earth to the Sun.
The solar system is about 40AU (depending on your definition of planet).
So "close" is really... well, testing things a bit. Astronomically, yes, very close.
Practically? It's 20,000 times the size of the entire solar system away and to my knowledge only two objects have ever left the solar system.
Chronologically? It happened 70,000 years ago which, again, is tiny in astronomical terms but it's already long gone. We could do nothing about it in a reasonable time, we'd barely be able to study it, and if it was slightly to the left we'd all be interstellar dust (again) by now.
Though interesting, it's hardly close or anything we can really utilise or study,
I'd be more worried along the lines of "chances are something else could come and go this and wipe us out and likely we'd never know it was going to happen". Not just stray asteriods (which obviously would be knocked for six by something like this straying close) but an entire damn star. That's solar-system-ending.
The solar system is way bigger than 40 AU. The Oort cloud is part of the solar system and it extends to about 3 light years. So, the solar system extends, at least, to 3 light years. Not to mention, the sun's magnetic bubbles extend that far. I'm not sure why you stopped at the last planet and not include the Kuiper Belt and Oort Cloud as part of the solar system.