Exploration is good, it gives another perspective, pushes science further which usually reveals applications for us mere mortals, as a by-product.
We've always been explorers, I suppose that people must have felt the same before discovering other continents a few centuries ago. Minus the pressure because they hadn't depleted all the resources yet.
So a colony somewhere else? Why not, even if today we don't have a way to communicate or to travel regularly over those distances yet. I'm not sure how they'd handle the journey though, living many years in a ship seems to be a hard problem from several points of view (heat accumulation, resource management, physiological & psychological concerns, …). So for now, I rather see that as a way to conduct experiments or to mine resources not too far away, and on a temporary basis.
I don't subscribe to the exodus scenario. It would be very awkward to pack so many people and ship them on another planet, then we simply wouldn't have the resources to do so. Unless it's reserved to a few "lucky" people, a little like a Noah's ark story.