So its possible that we aren't living in a Galaxy where advanced life exists because nothing has gotten there yet. Meaning humanity could possibly become the first species to expand into the stars and become the basic trope of the Ancient and crazy advanced species.
Like mass effect protheans or Halos forerunners. Nothing come to use because theres nothing that can come, we get to be the first.
There's another theory which states that a civilization can only get so advanced before destroying itself. Thus, countless civilizations have lived and died long before the earth was even habitable. The questions is, have were surpassed that limit, or are we still moving towards it?
There's another theory.
The great filter.
That maybe life isn't rare, but intelligent life is, and that there are certain limiting selection rules for intelligence to manifest, meaning that only incredibly few species make it through the filter.
This idea also includes that there may be more filters, different type of filters, and that one is complete annihilation of the species unless it fits a certain set of requirements (for instance resistances to/ability to treat diseases).
Using the simplicity principle it should be the bottom 2. For us, with telescopes, we are seeing what happens at the nearest thought to be habitable planet something like 500 years into the past, and the zoom ain't that great. Amending life being rare to sentient life being rare as well. We aren't going to know for a good while yet if there are simple organisms even on mars.
Not to mention, time is equally as vast as space concerning the universe. An advanced race could have come and gone elsewhere multiple times before our planet was even formed.