Are you saying you think we have to completely deplete all resources in a stellar system to colonize the next? There is way more energy to harvest in a star system than that.
It can take more energy than it's worth to transport energy from one star to another. Entropy is a pain, because it's like we're trying to find a relatively dry tree to hide under in a rainstorm and none of them stay that way for long.
If the cost of transporting mass and energy from one star system to another are sufficiently high, another problem is that only the people on the ship get a benefit, whereas everyone else is throwing away mass and energy for no conceivable personal benefit.
It would take a very dictatorial sort of government to overcome this kind of negative incentive.