Why haven't we found Dyson spheres or any other evidence of extraterrestrial civilizations?
One obvious explanation is that extraterrestial civilizations don't exist, although most scientists would agree that such a determination is extremely premature. Our current detection technologies provide a small fraction of the resolution necessary to perform a comprehensive audit of the visible universe, and we spend a truly miniscule amount of money searching what we can see. Winnowing the search still further is the fact that most research pertaining to the search for extraterrestial intelligence is forced to piggyback on other science goals. Based on all these factors, it would be miraculous if scientists had actually succeeded in detecting unambiguous evidence of extraterrestrial intelligence over the past few decades of searching.