I think the answer to this is probably X5. By the time of X5, the Eurasia Colony Crash happened, and probably made people reconsider space colonization. By X8, we DO see that people are starting to branch out with the use of Orbital Elevators and by MegaMan Zero, there's actually a TON of elevators all over the planet. But as you know, the surface of the planet was glassed by Dr. Weil, and basically all efforts were focused on survival than for space exploration. Same for ZX, as society is just busy REBUILDING. So I dont see anything wrong with them staying on Earth. However by Legends, they've circumvented space exploration completely by tapping into Cyberspace. On Elysium, they have their own pocket dimensions that can be as deep and expansive as they want. So there's little need to go to other planets or moons to migrate all of humanity to when you can just make a quick trip to Elysium, orbiting Earth, and go into a pocket cyberspace dimension that has all the real estate you could ever need. TL;DR priorities shifted as the planet deals with various crises and tragedies until eventually, they evolved beyond the need for it.