Why? Literally the cheapest thing to use acrossm interstellar distance is your local star in the cosmic equivalent of flashing in Morse code.

Say you want to communicate between 2 star systems all you need to do is to position say a polarizer between at the edge of each solar system such as that polarizer can obstruct a suffiently large portion of the star from the point of view of the system you want to communicate at say the edge of a solar system it won’t even have to be that big.

You use the polarizer to modulate the passing light and encode your message onto it.

Something like KIC 8462852

Yes but it can be done on a much smaller scale.

The smallest exoplanet discovered is Kepler 37b it’s smaller than mercury.

And planetary transitions are hard to detect because they are very time sensitive if you put something in a solar synchronous orbit between two planetary system a thin polarizing sheet which can be as thin as a solar sail can easily serve as communication device.

Any civilization needing one would easily be able to drag an asteroid which should have enough raw material to build a polarizer a few 1000’s of KM in size.