The reason people desire things is life is basically for the emotions and stimuli. Your central nervous system takes details from the environment to manufacture what you'll feel. You're feeling an approximation. From household comforts to technology for efficiency... whether it's a pillow under your head or a spacecraft taking you to your favorite planet... your brain could theoretically manufacture all that.
One solution to the paradox is there are aliens who are "brains in jars". They're beyond any desire to colonize, because that would be a step down from what they achieved: mastering neurology, biology, recyclable energy in a may-as-well-be-considered permanent location.
Main problem where we're concerned: near impossible to prove this. And minus a dyson sphere, who knows what energy source they'd be using? And who knows if their biology would be close enough to ours to assist in creating this paradise state for ourselves? They'd probably have security measures in store for trespassers.
It's a more optimistic view than, say, all advanced civilizations destroying themselves. Interesting food for thought, though, when contemplating where we'll go next as a species. Where should we invest the most resources?
If aliens are out there, I think it was a technological singularity that either saved or doomed them. It's that binary, unfortunately. Right now, in my opinion, we should devote our time and resources to making sure that when technology does inevitably and consummately dominate us, it will favor us. Make sure the AI abolishes our suffering but preserves are lives so that we continue experiencing pleasure for millennia to come.