For decades now we have been trying communicate with other intelligent life else where in the universe, or at the very least find proof that they are other intelligent life forms out there in the universe.
Despite all of our efforts through SETI and other programs like SETI, we still haven't found any proof that there are other intelligent life forms out there.
So why is it that despite all of our efforts to find and communicate with other intelligent life forms in the universe we still haven't done so?
Well, there are a few reasons why we haven't yet:
They don't exist.
As difficult (and statistically improbable) as it may seem to be, there is a very real (yet microscopic) possibly that the reason why aliens haven't talked to us yet is because their is no other life in the universe, or at the very least that there are no other worlds besides this one that has life on them that have evolved into intelligent life forms.
They're not advanced enough to communicate with us or get here.
One of the reasons why aliens may have never communicated with us or have come to our planet is because they are not technologically advanced enough to either travel to the stars, or create a communication system that would allow them to send out signals into interstellar space. This isn't very surprising since we are barely able to do this ourselves (By the way, we are able to travel to the stars, and we do have a technology that would allow us to do so if we were to give it the funding. It's called nuclear pulse propulsion).
Despite the fact that the universe is around 13.8 billion years old, there is no reason to believe that there are any other civilizations out there that are just as advanced, if not more advanced than we are, and that we may be the most advanced civilization in the universe. But, considering how old the universe is, there is also no reason to believe that there are no civilizations out there that are far more advanced than we are as well, and can easily get from one star to another.
They are able to communicate with us and even get here, they are just very far away.
Maybe they are able to travel between the stars, and even able to send out radio signals, but they just haven't gotten here because of one simple reason: distance.
The universe is a very vast place, and the fact is that unless you have a way to travel and/or communicate faster than the speed of light, it can take years, even centuries, for a radio signal or a space ship to get from one star system to another, so it is entirely possible that the reason why we have never found an alien radio signal, or that an alien space ship has never come here, is because it just hasn't reached us yet.
They are unaware of our existence.
One of the reasons why aliens have never communicated with us is the same reason why we haven't communicated with them: they don't know we are here.
It is entirely possible that an intelligent alien species has seen and heard our radio signals, and either can not figure out where it came from, or they can't understand it and dismiss it as natural phenomenon (which we could be doing with radio signals from space right now that we believe are natural radio signals given off by stars, but are really alien radio signals).
Plus, who is to say that they are even looking for other intelligent life out there like we are? For all that we know aliens might not even believe that it is possible for intelligent life to exist on other worlds, and thus aren't even trying to find other intelligent life forms out there in the universe.
They don't want to.
There is the very good possibility that the reason why aliens have yet to communicate with us is because they have no reason or desire to communicate with us.
This could be because of humans are to violent for them to wish to communicate with, or they may be xenophobic and have no desire to communicate with anyone.
There is also the very real possibility that we are just to primitive for them to consider it worth their time to communicate with. In fact we could be so primitive to them that...
They don't consider us to be intelligent.
Ever hear the old saying that the reason why aliens have never landed on Earth is because they are looking for intelligent life and they didn't find any here? Well, that could be the exact reason why aliens have never come here.
It is entirely possible that we could be so far below an alien species in terms of technology and intelligence that they don't even consider us to be intelligent life forms, and that they could consider themselves to be as far beyond us as we are beyond a chimpanzee.
They have laws that forbid them form communicating with us.
In the Star Trek universe there is this one law that I'm sure that every trekkie knows about: the Prime Directive.
The Prime Directive basically states that Starfleet may not interfere with the development of an alien civilization, particularly a more primitive one, even if the interference is for the betterment of that civilization (unless you happen to be Captain James T. Kirk, in which case it's apparently okay).
It is entirely possible (even likely) that an advanced alien civilization have their own version of the Prime Directive, and are thus forbidden by their own laws from communicating with us, and are limited to just studying us.