While it may be possible that far advanced intelligences out there operate on the cosmos in ways we can’t perceive, it would be weird, if all advanced intelligences only modified the cosmos in ways we don’t see any evidence of. Humans change the world on all kinds of scales, from the microscopic, over mesoscopic building, to changes the the ecosystem and atmosphere. Perhaps it’s not the best idea to look for “intelligence”. The number of ways in which an entity can modify its environment may be a more salient indicator of “interesting forms of life”. While dolphins may be very intelligent, they don’t change their environment very much (at least as far as we know). Mostly because they don’t have to, but it’s also difficult to develop advanced technology under water (well, at least it looks that way to us).
Even if there were totally advanced aliens out there that did stuff that is so much above our understanding that we can’t see any signs of it, then their existence wouldn’t even be very interesting for us – at least until we approach their level of advancement.
What might be possible is that to very advanced aliens this cosmos is very boring, because they have access to other universes that are “better” in most respects. In that case, we shouldn’t expect many advanced aliens to hang around here, except for those who are interested in the development of primitive life (us) in this cosmos (their equivalent of microbiologists). Earth is probably as interesting to them as a moldy apple is to us. Perhaps we should expect that the aliens that actually take an interest in us aren’t exactly “typical” 
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