Usually lack of evidence is evidence of lacking.
Big difference between there being a lack of evidence, and a lack of an ability to detect and identify evidence which exists.
I think people are rather cheeky to assume that we necessarily have the ability to detect a SI.
There is no difference in saying that there is no evidence and that there might be evidence, but we don't have ability to detect it. Does god exist? Well maybe there is plenty evidence that it does, we just don't have the ability to see it?
For a moment lets assume there is some alien intelligent life on our galaxy which is older than us and that it have succeeded in creating super-intelligent self-modifying AI.
Then what set of values and/or goals it is plausible for it to have, given our current observations (I.e. that there is no evidence of it`s existence)?
Some examples:
It values non-interference with nature (some kind of hippie AI)
It values camouflage/stealth for it own defense/security purposes.
It just cares about exterminating their creators and nothing else.
Other thoughts?