There are some counter points here which should be made with respect to your analogy. In our case, the guy doesn't know where he lost the money, and might not even be sure what it is when he finds it, as others have noted. He's guessing which place looks more likely. And second, ease of getting there is important: if you don't make it, then there is no search at all. NASA has to weigh risks and rewards, just like everyone else. And I guess I should also mention that there's more to learn than just a "Is there life?(y/n)". It's just the most exciting thing.