Nobody said they have to send anything out to our neck of the woods, but it clearly follows logically that these other beings would be interested in exploration. This is a UFO thread after all. Further, and more importantly, for VN probes to have gotten here, it would not be necessary that ALL intelligent alien species explored in that highly logical manner, it would simply mean that ONE do so. Yet we’ve detected nothing. And VN probes are merely one possible avenue along with radio waves, Dyson spheres, and countless others...but.....nothing.
I’ve seen the “maybe they don’t want us to see them” argument too. This would require that everyone who ever sent a signal to reach the conclusion that Earth should never see it. After that they would have to chase down every signal they ever sent, and somehow block it. Keep in mind that those signals would have went out at or near the speed of light in every direction. This means everyone who sent them would have to master traveling faster than light just to catch their own signals. None of that remotely passes the smell test.