What exactly does “trying” look like to you?
We have limited resources, and every investment is a tradeoff. We can play with rockets, but how does SpaceX solve the problem of humans living with much less gravity than Earth, for example? It seems to me that this is a vastly greater problem than traveling to another celestial body.
Has anyone ever conceived a child off the Earth, much less given birth or raised one? Don’t talk to me about space colonies until we’ve done that.
We regularly expend vastly more resources on things that are far more frivolous and questionable than anything related to spaceflight has ever been, but nobody bats an eye about any of that.
As for the problems, we solve them like we always have: one at a time. Additionally, some of these things haven't even yet been studied to the extent necessary to take a crack at solving them. Taking the humans in microgravity problem as an example, we know it's a problem but have done precious little in figuring out things like exactly where the minimum threshold sits for gravity, whether simulated gravity via centrifugal force is adequate, etc.
I do think that SpaceX is jumping the gun a bit. I'd rather take it a touch more slowly and first do things like put a centrifugal space station in orbit to perform studies on. That said, after how crewed spaceflight beyond earth's orbit came to a screeching halt with the end of the Apollo program, it feels like a miracle to be getting anything.