There are a bunch of good explanations for why, if there are aliens, they haven't come here. My favorite is that they have no reason to come here and limited resources - we aren't worth trading with yet and we aren't a threat yet, and they'll show up when one of those things become true.
But there's another theory I've toyed with: We're the most technologically advanced civilization in the galaxy. Possibly, we're the most technologically advanced civilization in the universe. I've used this as a throwaway a couple of times to explain why humanity, in a story, hasn't encountered anyone more advanced.
A mathematical study done by Space Telescope Science Institute researchers Peter Behroozi and Molly Peeples may support this theory. They think that, especially outside the Milky Way, only 8 percent of the earthlike planets the universe will some day contain exist so far. Which would mean we're early in the evolution of the universe.
We could well be first.
I find that vaguely depressing - and at the same time intriguing.