If they are more advanced than us, maybe they stopped using radios a long time ago. If they are less advanced, they don’t have radios yet. Or maybe the aliens communicate some other way.
Even our lighting is converting over to LED, and that will reduce visible frequencies even more. Eventually an advanced solar system wide civilization would build a roof over the whole place and even their central star would disappear.
A sufficiently active dyson sphere might glow in infrared but we'd think of it as a likely failed star!
Our local galaxy cluster has BILLIONS of what seem to be failed stars.