Or, conversely, Great Filter doesn't prevent civilizations from colonising galaxies, and we've been colonised long time ago. Hail Our Alien Overlords!

And I'm serious here. Zoo hypothesis seems very conspiracy-theory-y, but generalised curiosity is one of the requirments for developing civ capable of galaxy colonisation, and powerful enough civ can sacrifice few star systems for research purposes, and it seem that most efficient way of simulating biological evolution or civ developement is actually having a planet develop on its own.