One easy way to think about this is:

If our radio signals would make it to a planet 100 light-years away (even if you ignore Inverse-square law), you could probably power them down and still reach all of earth. Why would one pay for that extra, unneeded, power?

Because antenna gain is a function of both the transmitter and receiver, and detection is different from getting a high-quality signal. Most high-power radio signals on earth are aimed at transmitting to fairly low power, small, cheap devices which need to recover a good amount of information from the signal. This is very different from the requirements of a radio telescope (which has a gain many orders of magnitude higher because it has a much larger space, power, and cost budget) detecting a signal (which requires far lower signal-to-noise than reconstructing something high quality from it).