No species lasts forever. Around a million years is a pretty good run. Eventually, a species passes away. And please don't bring up the rare species that have lasted a lot longer, because none of them (things like horseshoe shrimp, lamprey, jellyfish) are not evolving in the direction of intelligence.
Also, the Universe is over 13 billion years old, which is a vastly long time, at least compared to how long humans have been around. So even if intelligent species evolve regularly and go on to create a complex, industrial civilization like ours, it may well be that they simply blow themselves up sooner rather than later, or destroy their planet as we are happily doing. A few thousand years isn't a lot of time. The odds of even two overlapping in time is close to zero.
You also need to think about the precise conditions needed to start life in the first place, and how unusual it may well be for life to get past single cell. On Earth, even though the first life showed up at least 4 billion years ago, it wasn't until 600 million years ago that the first multicellular life evolved. It may not be inevitable. It may well take extremely good luck, as well as a moon like the one we have, which among other things stabilizes our rotation.
But even if my skepticism is wrong, as Treasonous Bastard has pointed out, the vast interstellar distances are probably a permanent barrier. Physicists are pretty certain the the speed of light cannot be exceeded. And for all the blithe assumptions that we can use mythical wormholes to travel vast differences very fast, well even if wormholes are discovered to actually exist, it would probably not be possible to survive getting in one.
If we were to build a ship that could travel at 99% c, the speed of light, you need to remember that space is filled with LOTS of deadly radiation. And, guess what? The faster you travel out in space, the worse it would be, because you would be exposed to all that radiation in a relatively short time. Right now we couldn't possibly shield a ship to make travel that fast possible, although developing very advanced radiation shielding may well be possible. To learn a whole lot more, I highly recommend How To Die In Space by Paul M. Sutter. It's amazing. And funny.
My Son The Astronomer tells me that astronomers are inclined to think we may be pretty much the first advanced civilization around.
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