Should it ever become practical to do so, the reasons for doing so will look very similar to the reasons Europeans colonized America. The thing about densely populated environments is it requires lots of governance, and populations have a habit of increasing exponentially, which would be difficult for artificial environments to keep up with indefinitely. When you're on the frontier, you have a lot more freedom.
How so? You've already become adept at living in space, working in space, and building things in space out of materials you found in space or else it wouldn't be practical at all to travel to a new star system anyway. At that point, just build new space habitats.
It's an and, not an or. People get good at living in space. Some of them move next to a new planet because it has resources. Some of those people have to go to the planet to exploit those resources. The rest stay in space. Now you've got a populated planet. Maybe they'll do some terraforming. I'm not sure what will be practical, but it's not hard to imagine that at least some basic terraforming is probably feasible just by constructing life forms that can live on the planet and further move it in a direction intelligence likes, even ignoring massive, energy-intensive interventions.
Not all the space people have to move to the planet, just like when North America was populated it didn't depopulate where they came from.
Consider that the population of England during the colonization of America was around 3 million. Today, nearly 3 times that live in London alone. It's like asking why would anyone have bothered to risk traveling across the Atlantic for months to get to untamed wilderness when England could've just built more housing.
Adept maybe but that doesn't mean that living in space wouldn't involve compromises that people would rather not make / have to make on a nice big habitable planet.
Perhaps I'm wondering away from the initial proposal but think there would be some compromises that make life on a planet more desirable.
