Well, considering there's decillions on planets to explore in the universe, yes, I would like to have more than one, indeed.
This would be terrible if it were not optional through difficulty. Actually when clowns started tearing down my house in Terraria I quit playing because of all the work I had put into that house and it getting torn down so easily, I absolutely hate that. Actually I hated the clowns too...I wish they wouldn't have been in the game at all.
Here's an idea that can make everyone happy. Homes can be made out of wood, stone, metal, or even a combination of them all. What if there WERE destructive forces and mobs but only on specific environments and are rare? Then make them only go after specific building materials or have blocks they simply cannot break. Example: perhaps there's a lava world with active volcanoes. Every now and then the volcano can erupt creating a wave of lava. Your ship can give you an eruption timer so you don't get surprised. Building with wood on the outside is suicidal because it will just burn up. Magma is hot enough to melt some metals too. Perhaps you can either coat your house with an obsidian-like earth (perhaps found near the volcano itself) or you could develop special heat resistant blocks to protect you from lava, acid, poison, etc. Example: There can be a slug-like creature who's acid corrodes blocks, or it simply noms on wood and stuff. Either you can set up some sort of defence (assuming there really are going to be turrets, but there are death traps) or you can experiment to see what blocks the creature won't destroy. Having everything destroyed by one thing is terrible. Having nothing destroyed can be boring.
It's a little funny that people just assume if a eater / bomb / wall-piercer exists that it's not only going to be on every planet ever, but that every other mob spawn will be that meanie-butt critter designed to 'grief you'. If you want to play sandbox with no risk of loss whatsoever you can live on a Level 1 planet. Starbound is an adventure and real adventures involve putting something on the line. Past LV20 planets there should be increasing potential to encounter non-traditional mobs that can attack you where you think you are least vulnerable.
That's what Home planets are for! My post talks more about making outposts or something after you've already established something for yourself. You are 100% correct though. High risk, high reward. Go big or go home, as they say. But later down the line you should be advanced enough to make impenetrable structures. At least for areas you can simply 1-shot all the enemies.