I think it's because even though we live on crowded planet, as a race we feel quite lonely. In this huge, huge universe, are we really alone. One sole planet in a lonely backwater of space that is teeming with life.... We just need to know we are not alone. If we find even the most basic life forms on Mars, the mathematics will tell us the chances of life occuring elsewhere too are almost certain.
If we did discover other extra-terrestrial intelligent life, what is the chance we would immediately declare war upon it?