The entire story of exploration for knowledge, as symbolized by Captain Walton's quest for the "perpetual splendor" of the North Pole (Letter 1.2), becomes a cautionary tale and allegory about the dangers of boundless science. His physical journey and Frankenstein's intellectual quest become a warning against the scientific revolution and its potential for destroying humanity.
Or maybe not. You could definitely argue that the problem isn't the journey itself; it's how we get there, and who's leading us. After all, the monster is harmless until Victor's shameless neglect drives him to murder. And the journey to the North Pole may not have happened this time; but who's to say it might not? Walton shows that he's learned his lesson by turning back—but we don't know that he isn't going to set out again.