Anthropic principle - if it never happened, we wouldn't be here talking about it. All we can say for sure is that of millions of species on earth, only one has gone technological.
However, there are enough stars in the universe that even if it's effectively impossible for a technological species to arise, it's not actually impossible.
It's said there are
10^25 planets in the universe.
Even if the odds are 1-in-a-million against technological life arising in an
entire galaxy, there are still 2 trillion galaxies and therefore 2 million technological species out there. That doesn't do much for our odds of meeting one, but it does put in perspective how rare something has to be to LITERALLY NEVER happen.
Hard to say. We have a ton of UFO sightings, which are almost definitely bogus or manmade, but if a galactic civilization had sent out a fleet of observation probes... what if?