Space Opera needs those fantastic locations to really bring out the wonder in the adventure. That means planets, primarily, because that's what most people think of when they think of "places where adventures happens in space"- and you can't blame George Lucas for that. He just followed the lead of his many predecessors before him.
Space Opera takes its cues from the adventure story genres that preceded it, so the planets are often props as much as the ships are and serve the same purpose: staging and framing for the events of the narrative. It's why Star Wars so often uses them to frame the acts of a film, marking major turning points in the story as major plot elements turned, and so it is no surprise that each turn of events moves things from one place to the next.
The principle is applicable to non-planetary locations, with space stations being the most common substitute followed by stellar phenomena such as nebulae and asteroid belts. The purpose is the same so the reason for selection is the same: does the location serve the needs of the story? If it does then you're looking at a story written by someone who knows how to efficiently use locations to tell the story. Choosing well writes the story for you.
It's telling that a lot of audiences see Space Opera as a mythic genre, and therefore are forgiving to a fault about thematic use of worlds in stories much like they do appearance as visual shorthand for character. The heroes living in shining, gleaming places full of beauty. The villains are in ugly, squalid places or ominously-built domains. The transition between one and the other can be read straight out of Joseph Campbell, so it's easy to half-ass it (and many do).
For Star Knight's first book, there are three locations that matter: House Ireton's homeworld of New Edinburgh, the seat of the Dire March; Hell's Heart, the fortress from which Red Eyes and his pirates sally forth to raid and plunder; and last is an asteroid belt, Dara's Folly- the location of a doomed mining colony. Soon you'll see how I make use of each one, and subsets of each one (such as the orbital colonies at New Edinburgh). I look forward to seeing fan art of these places in the years to come.