In physics, they used to think "empty space" was just a stage where stars and planets performed. Now they have realized that empty space is actually a "something" with its own energy and properties. 

Dark energy is the frontier because it represents the edge of our understanding of reality itself.

Dark Energy it's located somewhere in space, but nobody knows where it's located at because it's destribiuted around space.

The reason why the "dark energy" is still uncharted it's because we don't know what there is. It is a really modern physics and cosmology unsolved question. The thing is that we know that it exists and it's destributed around space but we don't know what it is.

Humans explore dark energy for the same reason we once mapped the oceans or peered through the first telescopes: to understand the rules of the house we live in.