Us being (one of) the first species is the most likely answer IMO. It violates the anthropic principle, but that doesn't account for everything.
By all estimates of the age and expected lifespan of the universe, we are extremely close to the beginning of all existence. We know that life takes an extremely long time to evolve, and life on Earth is young compared to the age of the system.
That we don't see a sprawling galactic civilization means one thing: there hasn't been enough time for one to emerge.
All the great filter arguments fall apart when you consider the nearly infinite nature of the universe. Given enough life supporting planets, at least one species would emerge, pass the great filters, and become large enough for us to observe.
That we don't see anything just means no one is there, yet.
Being alone in this universe would be terrifying and frankly untenable. Being first, however, is exciting.
I doubt that we are the first and only life in this universe, but it seems obvious that we are very, very early in the life of the universe, and we therefore are one of the first species to ask this question.