I’ve seen it raised in three places now that if you have faster than light transportation, why don’t you go anywhere but a few systems in one galaxy? Mainly: Star Wars. They can make it across the place in a week, but never bother to leave. Well, the intro credits do say “A long time ago in a galaxy far, far away….” not ‘A long time ago in a galaxy and a few other places far, far away….’
However, there are some logical reasons as to why you needn’t leave your galaxy, namely: Space is massive, really, really, big. The amount of space between galaxies is so large you’d just be in, well, space. There’s nothing there. Unless you’re planning to colonise empty space, there isn’t much point. The empty space between galaxies that are neighbours is so large it’d still take a lifetime to get from one t’t’other going at these ridiculous speeds. Even in a place with gratuitous light-speed travel.
There’s also some scientific reasons as to why you can’t leave your galaxy, namely: Gravity. There’s this thing called a Bloodhound, which theoretically is fast enough to leave Earth’s atmosphere. Not. So. Fast. It can’t, because of the limits of gravity. It needs about four more engines, two rockets, and a shuttle launcher to leave, and be able to get up to its speeds which would require quite a length of vertical runway. And, you know, for gravity not to pull it back down before it can accelerate. Galaxies, like planets and everything else, have their own gravity, except its an awful lot stronger. Not as strong as that of black holes, relatively, but still so comparatively bigger than that of a planet that you’re going to need a bit more than light-speed and rocket boosters to leave.