Because – umm – that is the most likely place to find the possibility of life I would think.
So far we haven’t found life on any other planet, asteroid or moon anywhere either in this solar system or elsewhere. However, if we could find a place with a similar environment that Earth has then there is some remote possibility that life might have once, will one day, or is existing.
So the answer is that we look in those places because that is the most likely place that life might exist!