Yet something keeps showing up in our skies, year after year, decade after decade, and that something is widely and roundly ignored.
Because 'aliens might exist' is a theory and 'there is stuff that happens in the sky that has not been formally explained' is a fact, why should we connect the two as evidence of one another?
'Cockroaches taste like jellybeans' is a theory. 'Many people waking up in the middle of the night, having heard a rustling, without being able to see put something in their mouth that tastes like a jellybean, living near and employed at a jellybean factory' is not evidence of this theory.
Answer that question before moving on. If your answer is “no” then no further discussion is warranted. If yes then further investigation is needed.
At a certain point, when you can't reconcile observed reality with your beautiful theory, you've got to question the theory. That's the essence of science, discarding theories that cannot be reconciled with observed reality. It may be the case that advanced life capable of sending radio signals or traveling the stars is so exceedingly unlikely to form that even life on earth was a freak fluke of luck. Remember that life on earth got stuck in the mono-cellular stage for billions of years. There was no assurance it would ever get past that stage. And the number of stars in the universe is a weak rebuttal to this line of thinking, since it only takes a handful of independent "one in a million" chances to create a a probability so stupidly small that it makes the number of stars in the entire observable universe seem mundane.