It's not for lack of trying. We listen with fabulously delicate electronic equipment that could hear an ordinary radio antenna across a distance that is bigger than humans can grasp or imagine. Nothing. Nada. Zilch. Why?
Think of the radio waves that our civilization generates. Nicely modulated, easy to detect. But we've only been broadcasting for a dozen decades and already we are slipping out of braodcasting nice easy to detect waves to one more closely resembling random noise (and therefore, by the laws of information theory, more efficient). So we wouldn't necessarily see it as non-natural.
The signal we've output that we ourselves could detect is a sphere that spreads at the speed of light, but it is hollow. The stuff inside is stuff we will output in a few years that we wouldn't recognize ourselves. This radio wave is a thin hollow shell. It may be 150 years thick but before it passes another civilization, it will perhaps be millions or billions of lightyears in diameter. Remember, the universe is vast. Things are very very far apart. That planet's civilization has only 150 years to catch a radio signal. What are the chances that they are in the situation to detect them just as the shell passes?
It may happen, but the odds are very low.