Part of the problem with "where are they?" is the idea that we should be able to detect them if they're out there. What we're looking for - radio signals, signs of mega-structures - are based on what we view as plausible extensions of our own technological development, but who is to say that our guesses are anywhere near accurate? Perhaps the galaxy is full of data transmissions using a method we have yet to discover. Maybe future breakthtroughs make the expense of mega-structures unnecessary. Perhaps the technoloy of other civilizations goes in a completely different direction from our own, in unguessed-of directions.

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"You miss 100% of the shots you don't take" - Wayne Gretzky