Well there are in fact some Space exploration games for PSP. You need a Custom-Firmware to play them because they are homebrews.
The best Space game is a port of "The Ur-Quan Masters" (aka "Star Control II") for PSP. This game rocks, check it out.
Also the amiga classic game "Frontier Elite II" has been ported to PSP and is known as "Frontier 1337".
With Dosbox for PSP it is possible to play "Masters of Orion". Soon a Developer will release the game "No Gravity" wich is some kind of Space Shooter.
Without Custom Firmware there are only some space shooters like "Star Wars Battlefront II".