Xantec's reasoning may still apply to the Enterprise in this situation. The Federation flagship has a myriad of duties and space, even at warp speed, is unimaginably vast; who is to say that they would get another opportunity to examine this particular phenomenon...?
The very fact that the anomaly is described as exhibiting "considerable energy and changing patterns" seems to me an albeit vague, but nevertheless plausible description of possible intelligence and thereby de facto, an unknown lifeform. This type of encounter would be too much of an opportunity for Picard, or most any other Starfleet Captain/Explorerexplorer to ignore. To gather broad spectrum sensor data from a fly-by, would be considered the absolute minimum response.
Also, the show wouldn't have had the same longevity, if every spatial anomaly was ignored or avoided because of Health & Safety concerns now would it... 8-)