Because of the very large amounts of energy to transmit information in all directions from such a large distance. Also because it's such a stupid waste of energy. Why send radio waves out in all directions in order to communicate with a neighbor? Use a light beam instead.

So the lack of huge radio transmitters that we can detect really just means aliens aren't investing huge amounts of money into letting us know they exist. Why would they? Especially if they already know of other civilisations.