If you don't know why, here's a riddle for you: you are the first space colonist who reaches our closest star, Proxima Centauri. How do you send a message back, such as "We arrived" , plus maybe a photo of a planet you intend to colonize? Piece of cake, you say. Point your parabolic antenna back towards Earth and beam the message. Voyager is doing just that, but from closer to home. Only 20 light-hours away from Earth. Voyager is using a transmitter of about 20 W and an antenna of about 2 meters in diameter. You are about 2000 times farther away. Since radio waves lose power with the square of the distance, you have a problem 4 million times harder to solve than Voyager. Actually, your problem is much, much harder than this: your friends on Earth pointing their antennas towards you are blinded by the star that practically touches your spaceship. You are separated from that star by an angle measured in seconds of arc. You need to shout very loud to be heard over the tremendous noise made by your fiery neighbor. But you can do that, you presumably have a portable nuclear reactor with you and can use gigawatts to solve this essential problem.
But now, imagine you are an alien chatting merrily over radio waves with a friend in the same planetary system around Proxima Centauri. If you don't take a humongous antenna, point it in the absolute exact direction of Earth, and use a few Gigawatts of power to beam a message, how are we, Terrans, supposed to hear you? How is SETI supposed to discover aliens who are not purposely beaming waves straight at us?