Maybe the AI cornered humans to the unexplored part of the universe before the situation where the game starts. Or maybe the AI just blew up humans' every computer and book with info on the galaxy and you start without the knowledge. Or maybe, like Keith suggested, you can't be sure how the wormholes connect. Let's assume that one game in AI War takes a few years of Earth time. What if the wormholes are temporary and shift around every few ten years or whatever. Even if humans had been around for ages, they would still need to be constantly scouting the wormholes all the time and never know for sure where the wormholes go the next day. Or maybe...
Y'know, it's really a matter of thinking up a scenario.
Maybe the player just wants to make a game a bit different and couldn't care less for the lore and logic behind the option, if it just makes things more interesting.