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Simply put:

If there are other intelligent beings in the universe, then why aren't they here?

Though the scales of distance in the universe are large, the lengths of time necessary for traversing it is not as large as the time used during evolution. And because the amount of time from where civilization is developed to the point where interstellar travel and von Neumann probes seem reachable are significantly smaller, it seems likely that when a civilization reaches this point they will quickly spread around the universe.

Thus, if there are some out there, then why haven't they spread to here, or at least close enough to be detected? In some ways, it implies the lack of these other civilizations.

There have been various attempts to explain this apparent problem. Some suggest that we've been set aside, like a preserve, to achieve technology on our own. Others suggest that they transcend much before they really spread out into space. Or that they're actually here, but hidden on the nanoscale, or in some other manner.

Also see: Fermi's Paradox, Drake Equation, the great filter

Please Note: Yes, there are assumptions here, and possible explanations, but this is a short descriptive writeup, not a long paper to discuss it in detail. A search on the web for the Fermi Paradox will turn up many articles about it which deal with many of the things I have left out.