Ah, "the Fermi Question". Here's a short answer: We're monkeys. We want to go everywhere, and see everything. What's over the next hill? If we eventually discover an earthlike planet 5 or 6 light years away - impossible to get to today. We'll eventually have to go. We will go.

On the other hand, "they" (the aliens) may be out there too, and very intelligent. But maybe they're not "monkeys".

Longer answer: Timothy Ferris has another analogy. He knows lobsters are real creatures. (People claim to have seen them in restaurants). He decides to detect one, but how? He opens his front door, and sets an elegant table, with candles and champagne, and waits.... But no lobster comes up the steps for dinner. Conclusion, lobsters are exceedingly rare. (And they are, in downtown New York (except in some restaurants.) However, there are millions of lobsters in Earth's oceans.

With SETI we're looking logically too, as we should be - but maybe we're missing other subtle points.