There's this concept called The Great Filter. It's an explanation for why we don't see any signs of life out there.
Life has had billions of years and billions of planets on which to come into being, evolve, and develop into a successful interstellar civilisation. But it hasn't happened. There must be some step along that journey - from chemical soup to reaching the stars - that is essentially impossible to pass, except by the most unlikely of chances.
Are we before or after this Great Filter?
If we've passed it, then we already GOT lucky and our road ahead is unforged and untested. We might well be able to make it off this rock.
But if it's ahead of us - if there's some cataclysmic event that every budding civilisation is bound to trigger - then you'd expect to eventually find signs of life confined to individual planets and moons. Little microbes or creatures on their way to the Filter like us, or the remains of those who reached it and were defeated. It still explains why we haven't found anything yet - we haven't investigated anywhere closely enough for that yet. We may well find such signs on one of several promising sites within our own solar system. The most we can say is that colonising the planet as we have isn't so easy that it happened twice in our own solar system.
So, what if we do find life on Mars (or Europa, or Enceladus, or Titan...)?
Then that would be evidence that The Great Filter is not behind us. Which means it's more likely to be ahead... which would mean we're doomed, because we really shouldn't expect to get through it (it isn't The Okay Filter, after all).
So, despite how much we all want to find life out there, and how depressing it would be to be alone in the universe, we're really better off being the first ones to get this far.
Unless you can imagine a scenario in which a civilisation like ours continues to advance significantly without becoming obvious to see through a telescope.
This post was inspired by a video that In A Nutshell released today.