Just as we cannot imagine the abilities of a civilization millions years older than us, we also cannot imagine what might actually be impossible.
For instance, FTL travel might be impossible. And, also for example, building a Dyson sphere might be practically impossible, for reasons we do not yet understand.
So a civilization is million of years older than us. It's easy enough to dream up flitting in and out of hyperspace and fantasize about Dyson spheres, but we do not know where development will take them.
Look back to our own past history. We landed on the Moon 1969, during a time when aviation and rocketry advanced in great leaps. What did the humans think about the future, back in 1969? I think there are enough evidence in the form of movies like 2001, 2010, energy-department projections and popular science journalism.
Of course cars would fly and be atomic-powered. Right? All flight would be supersonic and the moon would be colonized and man would have traveled to Mars.
Where we went instead, the IT revolution, wasn't quite predicted. Not until late.
There are problems with "big and more" that aren't easily solved by technology and economy. The world is today running out of sand and gravel that is suitable for concrete! Really! We didn't quite see that coming, did we? The demands on structural strength of anything increases with the cube of the linear size. But the strength only increases with the square. This physical fact about the influence of scale, is the nemesis of anything big, and the explanation of why ants are so strong in relation to their size.
We can only barely discover the existance of giant planets a few lightyears away. That is an important discovery, because it proves that planetary systems are the norm for virtually all stars, not a rare fluke. So there is an abundance of planets out there. But we have not discovered any planet that could originate and sustain advanced life. As we know it. It takes a combination of a number of factors - which I've mentioned before - as we know it. Such planets exist. There should be some probability confidence about that. But they're rare. So why, when we can barely discover the mere existance of giant planets close by, would it be so strange that we haven't discovered another technical civilization yet?