That's basically my preferred answer to the fermi paradox. Think about how long it would take to catalogue the whole galaxy. They could've come by for their Nat Geo survey 20 million years ago and they still wouldn't be done with the alpha quadrant yet. They could've stopped by a few thousand years ago which is where all of our mythology comes from. Zombie Jesus comes back to life and flies away in his flaming chariot? Come on. Clearly an alien catching his ride off this pre-warp shithole.