Many clever solutions have been proposed: the aliens are all too far away to be detected or have gone extinct, etc. One proposal suggests that all aliens have reached a point technologically where they can inter themselves in virtual “happy” boxes.
While we are still far from uploading ourselves into virtual heaven, advances in computing and virtual reality suggest our own futures might look like something out of The Matrix. And if we are on such a path, other races might have been enjoying their own virtual paradises for ages.
Such a concept opens up a whole swath of cool possibilities for your story. By digitizing their consciousness, such a hypothetical alien race could sidestep extinction and achieve virtual immortality. Instead of swapping signals or visiting them with spacecraft, we might encounter aliens via a clash of (simulated) worlds.