Well Pegasus is, assuming they're basing it on the real universe, a dwarf galaxy. One of two such galaxies and it's concievable that there is simply a significantly statistically lower probability of sentient life (in any way similar to humans) developing there.
In all likelyhood, the Ancients never know about the mist aliens, who seem to be the only bona fide sentients already there. There is the race from "Variations", but there was also a "variation" where the star around the new Atlantean planet was a red giant, so no bets there either way.
Of course, there is Repli-Weir's statement about there being other advanced civilizations in Pegasus. While this doesn't necessarily imply an alien (i.e. non-Ancient influenced) presence, it at least opens up the possibility. A possibility that may never be explored, now that the show is ending. But you do have to wonder, in a galaxy where 90% of the visited planets look like Canada, if there isn't at least one such race.
But wonder is all that we can do.
