There's two points, one regards how widely know the geography of the North Atlantic was in Europe in this time period (e.g. about Iceland, Greenland and the places in North America visited by Vikings), and the other is regarding the concept of exploration and why these voyages were made.

I can't give a good answer regarding the first point, so hopefully someone else can chime in here. However we know that Norse were living in Iceland throughout this period, in Greenland until the early 15th century, and they had visited North America before, so it's not unreasonable to think they could have explored further.

Regarding the second point, one thing to keep in mind is that our concept of 'explorer' (i.e. travelling to new places just to find out what was there) is quite anachronistic when looking at the premodern world. Exploration was to search for trade routes or sources of wealth. Columbus was seeking trade routes to already known sources of wealth, the Portuguese expeditions to Western and around Southern Africa were doing the same thing. If some Icelanders or other Europeans had been aware of the existence of lands to the West, there was no indication of lucrative trading possibilities with the 'Skraelings', so there's no real motivation to make the arduous and expensive expedition.