It's not about being able to understand a message, it's about the complete lack of any signal at all.Why would we assume to be able to detect anything from a far advanced civilization? What if there are messages or other information being sent to us that we can not comprehend given our current technology and understanding of the universe?
For argument's sake, If current wireless technology was used back when the radio was created, could they even "see" the waves? And even if they could, would they know information is carried on them or even how do find and decode it? With what equipment?
We can detect the entire electromagnetic spectrum, from the highest energy gamma rays to the longest radio waves and everything in-between. We're still waiting to find any non-random signal from anywhere, on any frequency, that isn't explained by natural phenomenon. Even if we couldn't understand the message, we'd be able to detect the transmission and see that the transmission had structure rather than being pure random noise.
Now, we must leave open the possibility perhaps they're using some completely exotic technology to communicate, like quantum entangled neutrinos. But it would still be considered meaningful evidence that we haven't seen ANY electromagnetic signal coming from ANY civilization in ANY direction, even though we're sending them out like crazy. Why are we the only civilization in the universe that's blasting our radiowaves and microwaves and such in every direction?
And yes, when the radio was created we could already see the current microwaves used for wireless technology too.