Wouldn't the opposite be more disconcerting?
Having a dyson-sphere-building alien race right next door would be worrisome, but not having any such civilizations at all? That's very worrisome, because it means the Great Filter could be waiting for us.
An Article on Motherboard reports about Alien Minds by Susan Schneider who claiThe Dominant Life Form In the Cosmos Is Probably Superintelligent Robots. The article is crosslinked to other posts about superintelligence and at the end discusses the question why these alien robots leave us along. The arguments puts forth on this don't convince me though.