Isolation is the key. People out there want to be isolated. Being far from one's enemies and unknown to them is the perfect defense.
I don't know, I think the planets orbiting stars are only the tip of the ice berg. I think there are alot of unseen, unknown planets out there that are closer than the nearest stars,and they are being overlooked by people who concentrate on how to get to the nearest stars bypassing all the interstellar and KBO objects along the way. Frankly there is no difference between a KBO and an interstellar planet anyway except for the fact that one orbits a star and the other does not. I think fusion power is the most feasible source or energy in interstellar space as hydrogen is the commonest element. Antimatter suffers from the lack of antimatter, you not going to find much of it in interstellar space.
One advantage of interstellar planets is that if gives you lots of time. If you have something like Low Berths in Traveller, you can build your artifical sun, warm up the planet, boil away excess volatiles, a methane atmosphere makes an excellent greenhouse gas, although it would last under the UV rays produced by your artifial sun. In low berths the colonists can wait a long time for their planet to be completely terraformed, robots will take care of the terraforming and maintaining the environment and since the planet is unknown to all except the colonists, it is unlikely to be interfered with by the rest of humanity, and if humanity destroys itself, then this colony will go on, since the agents of humanity's destruction doesn't know about this isolated colony, though it is likely to check all the nearest stars.