I was thinking about two different things:
1) From what we can see of our Galaxy, there isn't enough "visible" matter to account for the Galaxy having enough gravity to not tear itself apart.
2) If aliens are out there somewhere, why haven't we seen them?
Well... what about Dyson Spheres?
Suppose an advanced civilisation (or more than one) made itself a Dyson Sphere among some stars at the edge of the Galaxy, where the gravity isn't as intense as being near the core... so that the Sphere was more structurally stable.
That would account for both the undetected matter holding the Galaxy together and be an explanation for why we've not detected any evidence of aliens, because it's all nicely self-contained in a Dyson Sphere.