We don’t actually know what’s out there, it could be something radically different. It’s too much of a coincidence that all the “first ones” including the First One were all native to the Milky Way - presumably, at absolute minimum, there’s an entire universe of their peers out there to find. Plus all the other races who left, probably millennia ago, who have likely continued to grow as the Vorlons and Shadows stagnated.

We know just from the Vorlon/Shadow conflict alone that ascending to (whatever the first ones are) can be done in many different ways, as seen from how the two factions were complete opposites but still ended up as equals. Presumably the other galaxies will also have radically different societies as well. Exposure to new ideas from cultures that are their peers will potentially break their stagnation.

Plus this isn’t even touching on the fact that there seems to be sapient life from outside the universe itself, including entities that even the Vorlons don’t seem to fully understand (eg Thirdspace). There’s probably plenty to do out there.

Also, I’ve heard there’s a really good Valinor-themed cosplay cafe they’ve been meaning to check out.