We do not live in a post-discovery world.
There are whole planets and moons to explore right? Well, yes, you don't have to go quite that far to find brand new things.
What about deep ocean trenches? They have undiscovered lifeforms don't they? They certainly do, but again, you don't even need a submarine.
There are still areas on dry land that are completely unexplored (well, by rigorous naturalists) and contain not just some undocumented insect, but never-before seen mammals. For example, a species of giant rat has been discovered in a remote part of Indonesia. Isn't that cool? Makes me want to don a pith helmet and khaki shorts and go tromping off into the rain forest.
There's also a moral to the story as well. Don't let's destroy the environment before we even know what's out there, 'kay?