That's an old joke, like from 70-s:

"Q: If there are sensible creatures elsewhere in the universe, why haven't they contacted us?"
"A: Because they are sensible!

That said, I think the other reason could be they just keep us intact and let us develop on our own, much like humans make national parks on Earth. See, the more advanced we are, the more concerned we get about the environment. A race capable of interstellar travel could be much more delicate in this respect.