If aliens sent a probe to earth 1 million years ago, we'd have no way of knowing. Even if such a probe weren't destroyed or buried over that immense time span, it could be anywhere and we would have no way of knowing what to look for. Even if we were probed just a few centuries ago we'd likely be unaware - it would be quite serendipitous for an alien civilization to just happen to launch a probe such that it arrives within decades of us becoming capable of global monitoring.
It's not enough to probe every planet in the galaxy, they would have to repeatedly probe every planet in the galaxy every few centuries for us to expect to find such a probe. For how many millenia would you keep sending probes to the same backwater before you knew all you needed to know?