Suppose those aliens we cut up during that alien autopsy thing were the last living aliens in the cosmos and we done kilt 'em.
Now how is it that all the aliens could be dead?
1) Perhaps all civilizations mature to a certain point and then annihilate themselves via religious fundamentalism, nuclear war, biological war, destroying their planets ecosystem or creating one more devices that ruptures, ruins or renders uninhabitable the local space time continuum.
2) Suppose that whenever a civilization advances to a certain point the landlord comes to collect the rent. The rent might be immortal souls, DNA, water, life of all kinds, brainz (for the space alien zombies), or anything the loss of which renders a civilization unviable.
3) The cosmic bullies shows up. The cosmic bullies might hate all forms or life that are not their form of life. The cosmic bully might hate any form of life that could be a rival.
4) It generally takes so long for sentient life to get to the space faring stage that by the time they have done it one of the various cosmic ticket alarm clocks have gone off. For instance, they took so long to get smart that their sun, in the course of it's normal evolution exploded. Or anyone of a number of chance events such as collisions with meteor, asteroids, other planets, other suns other galaxy has time to occur. Or something that the sentient life does not understand until it's too late. Such as maybe the proton is stable until you build ten or more particle accelerators of the trillion electron volt class and then all matter as you know decays instantaneously. Or maybe when you build artificial electrical generators of sufficient density on your planet all the dark matter in the galaxy is suddenly attracted to your planet--that's gotta hurt.
Whatever the cause, some scientists say the reason why normal rational people who haven't been molesting farm animals and had to come up with semi plausible excuse as to what was going on, have not seen space aliens is maybe there aren't any. Maybe they are all dead.