1. Not sure where you get that "everything is local"? If your trying to communicate locally, then by definition....
2. We've been sending out deliberate broadcast a lot more recently than the invention of radio. Most of our attempts haven't reached any destinations yet.
3. How do you know that for these aliens it would be "so much energy"? How tough is it for you to kill a bug?
4. Agreed, better to not bring attention to ourselves for as long as possible and enjoy life while we can. Which cockroach lives longer, the one hiding under the refrigerator or the one that tries to crawl up your leg?