Because the expense is just far, far more than it's worth. Again, if you have the ability to create closed, self-sustaining ecosystems, then things like terraforming become an option. Mars has as much land as Earth even if you flood the lower parts of it with water (possibly by crashing a few ice comets into the planet). Never minding things like hollowed out asteroids which could yield living space comparable to Earth's.
At a certain point, it's just not really necessary. Far easier to send unmanned probes. Safer, cheaper and far, far faster. Meanwhile, the living space for humans in the Solar System is effectively unlimited, so long as you can keep creating new habitats.
It would take hundreds of millions of years to actually exhaust the resources available in the Solar System by that point. Far longer than the life expectancy of a species.