The modern version of intrepid explorers are astronauts going up in to space and working on various different scientific studies that can only be done in microgravity environments
Benefits:
One of the main benefits of exploring uncharted areas is the information we can gain from doing so, from finding new species of animals and plants to evidence left behind by ancient humans. When we find new animals and plants it allows us to do a lot of testing on what they are along with finding out if we can take something they use to create new medicines, remedies and so much more.
The benefits for finding evidence of humans are also similar, in that we may find missing links in human evolution or find new information on technologies they used to survive and thrive, likely population at the time and so on. The scientific benefit alone is huge from exploring our planet and that is only part of the benefit
Space > Earth:
Exploring space has many benefits but if we understand more about our own planet it could help us understand a lot more about space, other planets evolution periods, what is and isn't habitable to different forms of life along with more information on planetary life spans and the possible life spans of inhabitants.
There is a quote that always circles around the internet 'we were born to early to explore the universe, to late to explore the earth but just in time to browse dank memes' Admittedly pretty funny but not that accurate. There is so much more to explore, we haven't even thoroughly explored a lot of the land and we have barely touched our oceans.
Tech:
Part of the reason there are places left unexplored is because some places are just very difficult to get to and require a lot of complex tech along the way, none of which comes at a low price.
It seems that the majority of the world favors space exploration over earth exploration so most of the funds go towards space exploration. Also because space exploration is the more recent pursuit we are in the stages where it can often be easier to explore the close regions of space than areas of our own planet.
Whenever new areas start being explored there is a flood of information and ideas on how to execute plans, then down the line it often gets to the point where a wall is hit and it is know small wall, you don't even know if you can create anything to get around it or through it but what you do know is it will take a lot of time and money to test.
That seems to be where we are at in earths exploration, we have been at a wall for a while, which is starting to seems maneuverable, but we still need more time and money to really observe what is out there.