The early Solar System was a turbulent and chaotic place with icy material hurled far from the Sun, becoming the Oort Cloud. Larger objects and planets were probably hurled into the Oort Cloud too, and some might have been kicked out of the Solar System entirely. If a similar situation happened in other star systems, planets could lurk out in the Oort Cloud.
Can you imagine the scientific buzz if we were to identify and send a lander to such a captured world? We’re already pretty familiar with the type of matter in our own solar system, but something that formed in another star region could display very different characteristics. It would also be our first glimpse of what a truly alien world really looks like.