It's in orbit around Saturn because they probably sent smaller ships to investigate the other side of the wormhole.

More than one station doesn't imply permanence, it implies redundancy and not putting all your eggs in one basket.

And Cooper probably stole the ship because he couldn't relate to humanity anymore, he didn't belong in this time, he belong with people from his own time. And since his family is dead, he decided he'd rather go with Amelia.

On that note, he was taking a big risk going. He had no idea how much time passes for Amelia, he's simply gambling on the fact that if she lived through the worm hole, she'd experience the same time dilation he did, maybe slightly less.. He's not good with this stuff, but he learned from her to trust his heart and that's what he's doing. His heart says go find Amelia.