It is a free source of, like, some amount of gravity. But we don’t know how our biology will respond to the wrong amount. Meanwhile an orbital habitat can be spun to get us the right amount.
In order to get to a planet in the first place, you’ll have to have a ship that can fly through space without the occupants getting irradiated. The biggest problem will be convincing them to get off the ship I think.
In the colonial era they were mostly colonizing already populated areas. The land was mostly more hospitable than the ship because
* Humans evolved to live on Earth
* In many cases there were people to trade with or steal already tended land from
We could look at Arctic expeditions I guess. They mostly didn’t colonize for some reason (despite the region being wildly more hospitable than anywhere off Earth).
I think we can both agree that the reality is any sort of off-world colonization is going to be unpleasant and difficult beyond imagine with no simple solutions. I think we are much closer to being able to construct conformable habitats on other celestial bodies than we are to being able to make megastructures in outer space. Long term artificial structures will probably be the way to go, but I think to get there we will need to be able to setup base camps on nearby celestial bodies.
You're right, we may have to find out how the British, French, and Spanish convinced people to get off the ships during the colonial eras.