Aliens could be living on planets in intergalactic space. It would be considerably more difficult for them to visit other star systems than it is for us.
We think that stars form predominantly in galaxies, but between 30 and 50% might exist in intergalactic space. Galaxies shed stars mostly during galactic mergers, and a smaller number for other reasons, such as the disintegration of multi-star systems or supernova explosions in multi-star systems.
The last of these listed causes is traumatic enough to seriously damage planets, but galactic mergers can give star systems enough of a kick to expel them from galaxies with planetary systems largely intact. Living planets can then drift in intergalactic space without their home galaxies for eternity.
Inhabitants of such systems would experience a sky that could be almost devoid of stars, especially if an intergalactic system ends up in galactic voids. Without as many stars as in our sky, distant galaxies would be more visible.
Some extinctions on Earth have been attributed to causes outside our solar system, such as supernova explosions or gamma-ray bursts. Systems traveling in intergalactic space would be safe from such events, so living planets would experience fewer extinctions.
This is the end of good news. Planets and their systems are not habitable forever. If technological civilizations can last for billions of years, they will eventually need to leave. Even red dwarf stars, which can shine for up to 12 trillion years, cannot be inhabited for that long. We are not sure they can host life on the surface because intense flaring can strip a planet's atmosphere and oceans.
Complex life needs plate tectonics to recycle nutrients over hundreds of millions of years and a magnetic field to protect the surface from some radiation from space. Plate tectonics might go on for 10 to 15 billion years and magnetic field doesn’t last forever either.
Technological civilizations might be able to cope with the end of plate tectonics and a planet's magnetic field by using technology for a time around long-lived red dwarf and orange dwarf stars, but stars similar to the Sun have shorter lifespans. The transformation of such stars into white dwarfs might be difficult for technological civilizations to withstand without moving elsewhere.
It will be immensely difficult to leave an intergalactic star system for another one. We are not sure how widespread planets are that a civilization can move to. They might be rare, and in intergalactic space they might be thousands of light-years away or more. It’s already immensely difficult even for us to visit the nearest star system, Alpha Centauri, 4.3 light-years away.