The only ‘megastructure’ we could detect in another galaxy is one which changes the characteristics of the entire galaxy. In other words, a Kardashev type III civilization.
We have no idea if such a civilization is possible, or if it is how likely it is to develop. How does a civilization coordinate activities across an entire galaxy when communication between one point and another can take tens of thousands of years? How do they maintain a coherent civilization after millions or billions of years of divergent evolution across the ‘civilization’? Does it even make sense to modify a galaxy in that way? We have no idea.
Just because we can vaguely imagine something that might hypothetically be a thing does not mean it’s actually a thing - especially since we really don’t have the foggiest notion about what it would take, what kinds of civilizations might exist, etc.
Using the absence of that imaginary thing to draw conclusions about the real universe is silly. We can’t even say they don’t exist, because the number of galaxies we have actually observed in detail to spot shifts in spectra due to megastructures is a tiny fraction of all the galaxies in the universe.
The best we can say about Kardashev III civilizations is, “Hey, you know that imaginary thing we just thought up in the last .00001% of our existence? We haven’t found any of those so far, but we haven’t really looked much.”
Most of the debates around this stuff are dealing in science fiction. The actual science we have to date is not strong enough to make any conclusions about life around other stars at all. At this moment, there could be a technological civilization at Alpha Centauri and there is no guarantee we could even discover it. Hell, there could be 20 technological civilizations within 100 light years of us and we could be oblivious. There could be a hundred thousand Dyson Swarms scattered through the galaxy, and we wouldn’t know until we get lucky and stumble across one.
I keep going back to this, but I think many people really, really overestimate our ability to detect civilizations around other stars. We also underestimate the difficulty of travelling between stars in any sort of reasonable time. Science fiction is probably to blame. We think we just need to find the proper ‘star drive’ and we can do it.
Also, have also never managed to build a self-contained ecosystem we could live in that was stable. Biospheres I and II failed. It may be impossible or extremely difficult to make miniature stable ecosystems that are subsets of a planetary ecosystem.
What if every planet that can harbor life has a complete ecosystem of its own, and creatures from another world simply can’t colonize a living world they didn’t evolve in? It’s only been the last couple decades since we realized that our gut bacteria was a serious regulator of our own complex internal systems, and we still don’t understand exactly what it does. We are part of a complex system of complex systems, all evolved together. Maybe you’d have to take the whole damned thing with you if you wanted to go somewhere else forever.
I’m not saying this is the case, and offer it only as another theoretical answer to the problem. So I don’t want to debate gut bacteria. Even more likely as a limiter (if there is one) is an unknown-unknown we have yet to discover. For example, gamma-ray bursts were unknown at the time Frank Drake came up with his equation. Now we know that a certain percentage of star systems essentially get sterilized if they happen to be in the beam of a GRB and are close enough to it. How many other things are out there that we have yet to discover that are serious limiters of civilization expansion?
Debates over the Drake Equation are fun, and the thought experiments around them could be useful and guide some research. That was actually its purpose. But we are still at the point where using it or the Fermi Paradox to draw ANY conclusions about the likelihood of other technological civilizations is not reasonable. We are starting to constrain some terms, such as the number of stars that have planets, but others are still so vague that reasonable values for them could lead to anything from zero civilizations to millions.
So long as reasonable values for the Drake Equation could equal approximately one civilization (us), the Fermi Paradox does not need an answer. Enrico Fermi never intended it to be a ‘paradox’, either.