To paraphrase Douglas Adams, Space is large, Really Really Large.
Think about our first radio transmissions, and how within a century they went from multi kilowatt single channel broadcasts to a multiplexed digital QAM signal, that is shaped to look like noise in the channel, and where, without knowledge of the encoding method and the key, it is impossible to recover any data from it. then think that your signal is not aimed out, but is directed as well, in a narrow beam, so that anybody wanting to get the spillover for say the DBS satellite uplink, will have only very short blips of signal every 24 hours or so as the tiny beam goes past them, and they get a single bit of noise on a channel, almost imperceptibly different from actual noise. Then think of the sun, broadcasting wideband noise as well and drowning out this tiny blip in the background.
Now consider this in reverse, trying to get a signal not beamed directly and deliberately to your direction, kept on for long periods so that it stands out against the background, and transmitted at megawatt power levels to stand out against the noise even at multi light year distances. No wonder we do not get anything, it is all seen as just noise in the received signal.