That we see no evidence of this brings up those great filter/fermi paradox problems again.
I think it's a mix of four things -
1) Societies tend to destroy themselves before expanding out of their home system.
2) Societies capable of expanding through the galaxy have technologies and means that we are not capable of detecting yet or possibly not even conceive of yet.
3) Societies don't expand out of their home systems by and large and exist in low-impact, low-observability states. If everyone in a society uploaded themselves to the Matrix and it was run on solar power and low-power electronics, you would have a hard time finding that society.
4) Even absent the possibility of 2), we still aren't that good at detecting things even when we're looking for them. We know now there are countless planets (probably the overwhelming majority of stars have multiple planets) but we still can't detect most of them. We also know there are probably more rogue planets (planets without a star) than there are star-bound planets and we can't detect most of these either. It may be the case that any advanced society has tell-tale signatures we should be able to see but just can't because our detection capabilities are so poor, even as we laud our advances on that front.
There is another, less plausible explanation - that we're among the first advanced societies to evolve. It sounds far fetched given how old the universe is but for probably the vast majority of the universe's existence, the conditions for advanced life just weren't met. There were billions of years where the only elements were hydrogen, helium and a bunch of smaller particles. And before that, things were way too hot for anything complex to arise on top of the fact that there was only hydrogen and helium in the universe. Even after more elements began to be manufactured in stars and supernova, it took a long time for those elements to be seeded out in the wider universe in enough concentrations to be notable. Then, even when all of the chemical preconditions are met, it still takes billions more years for complex systems to arise that turn into life which eventually turn into intelligence. And the intelligence isn't necessarily a given, so there are going to be a lot more garden of Eden type worlds than worlds occupied by intelligent beings.
All that said, you are right. A society not much more advanced than ours would have the ability to make generation-ship voyages and seed the stars in just a few thousand years. They
should be everywhere but near as we can tell, they aren't. That's quite a conundrum that needs more data to untangle.