she wanted to explore, to understand more about humans so that when she starts creating more robots, they will be the perfect humans.
It was for evolution purposes only.
She would end up creating the better and better AI until the last AI created was something that could create HUMANS out of nothing.
She would have ended up creating what we now know as GOD, a being that created us in the first place.

My only question is why does she have the desire to explore the world?

I agree in your moral assessment of Ava. She obviously had no moral compass at all, like many of us humans. But she wasn't stupid at all. She outsmarted two very intelligent men and in the end she got exactly what she wanted. She manipulated Caleb perfectly but using her feminine wiles. She took advantage of him not because he was stupid but because he was human. And her plan worked.