The short answer is: Counterintuitively it would take less energy to launch a spacecraft to another star than our own sun
As for why not into the space in general:
Risk of rockets failing. Lancing probes with small nuclear batteries is controversial. Think about launching tens of tons of nuclear waste. Almost 100,000 tonnes of nuclear waste is produced per year. That's clearly too much to launch.
If we would use SpaceX Falcon Heavy to launch only the highly radioactive waste )12,000 tons per year) for $2,500 per kg. It would cost $30 billion per year and 240 Falcon Heavy launches per year. Some of them will fall down, explode etc. and that must be dealt with.
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https://www.popularmechanics.com/space/rockets/a21896/why-we...
https://www.forbes.com/sites/startswithabang/2019/09/20/this...
https://www.universetoday.com/133317/can-we-launch-nuclear-w...
https://astronomy.com/news/2016/07/heres-why-we-cant-just-ro...