Exploration in expansions
A few locations have something on them that's valuable if samples are brought back to Earth - for example valuable minerals worth money, or something worth more or less than money. Usually that's not a good enough reason to check them out if you're not already "in the area." If you're going to Mars and can also explore Phobos, you should try to.
However, the expansions change this somewhat.
Outer Planets has "explorable" missions. When you explore a gas giant's moon (or the gas giant itself), it may spawn a new mission that you can conduct there, and those missions are worth points.
Stations extends the exploration (in a not-quite-compatible way) to the inner planets by having you discover something new each of the first few times you visit a planet or moon. Some of these discoveries are worth points. Occasionally you may discover life, which is always a goal in Stations and very likely to be game-winning if you bring it back to Earth. For me this makes Mars worth visiting if I can, even with a fairly sophisticated mission, and even if there isn't an obvious reason to go there.