Most good scientists are deeply impressed by, and even excited about, how little we yet know, how much there still is to find out. Our science and technology are impressive accomplishments, but still very much in their infancy as compared to what is possible.
Imagine, if you will, a tremendously technologically advanced civilization, whose technology just continues to advance. What is the end point? What do they and their technology look like after billions of years of rapid technological advance? I think it is safe to say that we don't know. It clearly wouldn't be anything that we currently have the science or technology to understand. As Arthur C. Clarke wrote, "Any sufficiently advanced technology is indistinguishable from magic." We wouldn't understand this alien technology or what it did any more than Cro-Magnons would understand a wireless modem. This hyper-advanced civilization would presumably have explored ever nook, cranny and loophole in the physical laws that govern the universe and transformed their technology and themselves beyond recognition. We likely wouldn't even recognize it or them as technology or life. We might not even recognize them or their technology as normal matter or energy, although after billions of years they would likely have transformed large parts of the universe itself.
Which brings me back to how little we currently know. Modern cosmology assigns only 4% of the mass/energy in the universe to "normal" matter, the kind we know anything about. 22% is thought to be "dark matter" and the remainder, 74%, is "dark energy." We know little about dark matter and next to nothing about dark energy, except that they are necessary to make our equations work out. Putting to one side the plausibility that the equations are wrong, we are free to speculate on what is going on with that other 96% that we can't see but suspect is there. My preferred hypothesis is that the universe is 96% aliens. Which is a somewhat silly way of saying that other life-forms may have transformed some large portion of the mass and energy in the universe into forms we don't understand. Why should a civilization with the most advanced technology we can pretend to conceive of be expected to leave things as they found them? If conservation of mass/energy is one of the rules they can't get around, couldn't a big crowded universe of aliens be expected to convert a large portion of its limiting resource into whatever form allows them to use this resource most efficiently? Dark matter releases no detectable radiation, and as such leaks no mass/energy. This would also help to explain why SETI can't detect any aliens. A civilization that hoards mass and energy isn't going to go blaring electromagnetism all over the place.
Why under this hypothesis would 4% of the matter be left as boring old stars, dust, black holes and light? Perhaps these things serve some function for the dark aliens. Or maybe we, and everything we can see, are a designated nature preserve with strictly enforced limits on poaching. To try to answer this last question is to move from pure speculation to pure fancy, so your guess is as good as mine.