The Universe is over 13 billion years old so there has been plenty of time for at least one alien species to have emerged and populate its own galaxy and neighboring ones. Yet we see no eveidence of that. One possibility is some kind of galactic disaster that regular occurs naturally or is artificially produced.
Remember back a decade ago when there was talk about the end of the Mayan calandar on December 21, 2012? The alignment with the galactic core? That actually happens every year so nothing really special. What can happen are supernova and gamma ray bursts. Cosmic radiation can tear away the ozone layer and saturate the surface of the Earth with radiation. Microbes deep in the ocean could likely survive and later evolve to produce new life. If that happened more than every few million years there wouldn't be enough time for intelligent life to form.
If a species does become intelligent enough through evolution to become space faring it might use mirrors to focus their sun's energy output into an energy weapon aimed at a neighboring galaxy. Or the alien species might develop ways to create wormholes and bring some antimatter from another Universe into this one annihilating all the matter the antimatter touched, possibly also catalyzing fusion.