The amount of time for which life exists on a planet, from genesis to extinction, is extremely small on a universal scale. Intelligent life may not persist on a planet long enough to develop a means for intergalactic expansion. Even if they succeed in this endeavor, it is likely that they will be wiped out eventually by some means.
Basically, the likelihood of multiple intelligent species existing simultaneously and within adequate proximity for one to make contact with the other is extremely small. It's hard to overstate how lucky we would have to be.