Considering the distances between stars, we might not see civilization spreading as coherent empires but more like humans spreading through the islands of the pacific archipelago. Certainly the same species but also culturally seperated to develop on their own.

Unless faster than light travel or communication becomes avaliable, it might not even make sense to travel through the galaxy.

Or this is merely sci-fi and it's physically impossible to build anything even close to such structures as Dyson spheres. There is no reason whatsoever to believe that just because we can conceive of something like that, it's actually possible to build it using real materials in real quantities with real amounts of available energy in a star system, and even less so to maintain these magical devices even if built.

Maybe they have different motivations than humans because they are aliens.