Usually, they should have long since received a transmission from those inside, either asking them what they wanted or just to warn them against approaching any closer. Since there was no such thing, it was safe to assume that it was abandoned. If the group wanted to find out what Richard Eno had left them, they had no choice but to enter the space station itself.
It was unclear whether whatever they were supposed to find was on the space station, or it was wherever it led to. Either way, before just recklessly turning it on and jumping through it, the trio decided to explore it in hopes of finding some hint at just what they had in store.
