i think the theory is that, "space" going on forever, it is one vast, unending frontier beyond which there can be no others. also (seriously) the phrase "final frontier" being alliterative gives it a lot of memetic staying power.
At the moment we are at a point in time where we cant see the end of space but there might be another "ocean" at the end, who knows!
Actually this is a common misconception. Educated people have known the earth was spherical since the birth of astronomy.