We should see evidence of intelligent life in this galaxy.
Why? What evidence would intelligent life 40,000 light years away see of us? None.
If there is life on other planets, then there should be thousands of intelligent species in this galaxy, and it would be surprising if one of them hasn't spread throughout the entire galaxy. Humans have had advanced technology for only a couple hundred years, but the odds are that if there are intelligent species, then some of them have been technological for thousands or even millions of years. A species that could travel at near the speed of light could spread throughout the entire galaxy within 100,000 years.
Sure, maybe even faster than the speed of light (Warp Factor 10, Scotty! Aye, Cap'n!), who knows what is going to be possible even if it isn't now. Wormholes and such, right? My point is, we already have sightings of UFOs flying around Earth and some of them were submersible in our oceans. So that's evidence right there of intelligent ET life. The fact that we have not been contacted (or told of it) one way or another doesn't mean it ain't out there somewhere.
I have yet to see any credible "sightings" of UFOs. Most of them are reported by some ignorant hick in Arkansas.
Velocities slightly below the speed of light don't violate any of the known laws of physics. Warp factor 10 does. If intelligent life exists elsewhere in the galaxy, then there should be numerous civilizations that are hundreds of thousands or even millions of years old. That's plenty of time for them to spread throughout the entire galaxy, and evidence of them would be unavoidable. Yet, so far, we see nothing. No radio transmissions. No visits. No nothing.
I think you should do some research, there are reports of sightings by airline pilots, military personnel, law enforcement, and a whole lot of other people that are far from "ignorant hicks from Arkansas". There IS evidence, and while one should not accept reports such as these as fact, even those of some of the most reputable people on the planet, neither should we dismiss them as nonsense either. And our known laws of physics may not necessarily be the end-all, be-all of the laws of physics.
Should we see evidence beyond those reports of intelligent life elsewhere? Seems to me that is a bit arrogant on our part, if a species is advanced enough to get here then it is also possible they are advanced enough to avoid being detected by our relatively unsophisticated equipment. Perhaps our detection devices are still a little bit too primitive.