We have not even explore our nearby planets then why space agencies are going for deep space mission?
We have explored our nearby planets. We already know vastly more about the Moon, Venus and Mars than we did in 1950. This exploration is not complete, but that's not a reason not to look further.
The human species has 7 billion members. We don't all focus on one task: we can't, and we don't have to. In planetary exploration as in every other human endeavor, different people specialize in different subjects. Some study Mars, other study gas giants etc.
What do they want to achieve, which cannot be achieved by telescopes?
A lot. To illustrate:
A picture of Pluto taken by one of the best telescopes we have:
A picture of Pluto as taken by New Horizons, a few thousand km from Pluto's surface:
We can do a lot with telescopes on Earth. But our first mission to Pluto has, in one stroke, multiplied our knowledge of that planet by a factor of 1000, if not more.
- image resolution is vastly better when you are a million times closer
- New Horizons has ~10 instruments on board for in-situ measurements that are simple impossible to do from a distance