Changing colonies seems wasteful?

I'm still new to the game, but I seem to get a lot of "so and so needs help over at X location" which seems to usually require me uprooting my colony to live elsewhere.

I've done this a few times and honestly it seems like a waste. Does it make more sense to stay put or what? Because the game seems like it's always pushing me to travel.

You don't need to uproot your entire colony for prisoner rescues. Just form a caravan with enough combatants to help them, enough food to survive the journey there and back (and a bit extra), and perhaps some medicine and bedrolls. The rest of your colonists can continue life as normal (or as normal as things get out on the Rim).

Moving your entire colony is usually a bad idea and a waste of resources. It's often only done as part of self-imposed challenges, getting to the spaceship, or as a last resort.