On the map at that time, Qin was the westernmost country in the Central Plains. The first reason why Qin Shihuang didn't explore the West was that his geographical position limited his imagination.
Qin is located in the west, near Qinghai. Further west are deserts, plateaus and mountains. Such cruel terrain is uninhabited. Therefore, at that time, Qin Shihuang did not know that there were countries in the west, which crossed mountains and deserts, and there was an Alexander Empire in Europe.
At that time, Xiongnu lived in the south of Mongolian grassland, the northeast of Qinghai-Tibet Plateau and the northwest of Gobi in North China Plain. Qin Shihuang's army defeated Xiongnu. However, it did not expand westward. Some people say that Alexander in the west is his arch-rival. After the unification of the six countries, Qin Shihuang did not dare to go west because of his scattered forces.
In fact, during the Warring States period, King Alexander of Qin Hui launched an eastward expedition, and his army attacked the west of Afghanistan all the way, and established the Alexander Empire that dominated Europe in the Indus Valley. Due to the topography of Pamirs, Alexander did not attack eastward.
However, during Qin Shihuang's reign, the Alexander Empire had been divided. Qin Shihuang was not afraid of any enemy even if he went west. You know, the Huns stirred up European history at that time. Can be defeated by Qin Shihuang's army, let alone a divided empire?
Another important reason is that after Qin Shihuang unified the six countries, he only ruled 15 years. In addition, after Qin Shihuang unified the six countries, tyranny made the people miserable. In such a short time, he could not travel long distances to the western expedition.