The Universe, as has been observed before, is an unsettlingly big place, a fact which for the sake of a quiet life most people tend to ignore.
Many would happily move to somewhere rather smaller of their own devising, and this is what most beings in fact do.
For instance, in one corner of the Eastern Galactic Arm lies the large forest planet Oglaroon, the entire "intelligent" population of which lives permanently in one fairly small and crowded nut tree. In which tree they are born, live, fall in love, carve tiny speculative articles in the bark on the meaning of life, the futility of death and the importance of birth control, fight a few extremely minor wars and eventually die strapped to the underside of some of the less accessible outer branches.
In fact the only Oglaroonians who ever leave their tree are those who are hurled out of it for the heinous crime of wondering whether any of the other trees might be capable of supporting life at all, or indeed whether the other trees are anything other than illusions brought on by eating too many Oglanuts.