^ Not finding sunken treasure, establishing contact with a mermaid.
One of the earliest things SETI did was sweep local stars, since those are the ones from which we could receive the strongest signal and within a human lifetime. Nothing has been received, so it would be like going scuba diving in a pond yet again on the theory that maybe a bluegill evolved into a mermaid since the last time you went fishing.
They listened for radio transmissions. I still haven't seen anywhere, where we've deliberately sent a message to a single star system.