Title! And not only that, but how exactly does all the stuff I sell them get up to orbit?!
It's like asking, "I'm stuck in Bangkok with $50, why can't I just pay a passing rickshaw to take me back to New York?"
Or, "Why can't Elon Musk just fly the Falcon 9 rocket to Alpha Centauri?"
RimWorld depicts space travel realistically. Moving across a planet is very different from traveling to a moon, which is very different from traveling to another planet, which is many many leagues below traveling to another star.
Consider: You're aware that there are people in Earth orbit now. You know a few people went to the moon once, but it's far harder than just going to orbit. You know there is talk of some day going to Mars, but it's much harder than the moon and nobody's ever done it (it takes months to get to Mars, where the moon takes 3 days). Going to Uranus would be way, way harder than going to Mars (years instead of months). And going to another star is just unimaginably harder on every level (thousands of years at current technology).
In the game, nobody in the rimworld system has a ship that can go further than perhaps a local moon (except the Empire, and they won't take you unless you climb the ranks). They won't take you to another star, because they can't get to another star either.
The problem here is that people are miseducated to think of space travel through Star Wars and Star Trek, where the difference between "traveling across the planet" and "going to another star" is completely ignored. In reality it's like asking why a garden slug can't climb Mount Everest.