The thing is that unless there's some underlying fundamental principle of reality itself that guarantees that every intelligent civilization turns to VR to such an extent as to completely lose interest in reality, it's still very strange that we don't see the galaxy buzzing with life.
There are just so many planets out there that even a 99.9999% chance of VR obsession taking over a civilization should mean having a very visibly living galaxy.
Personally I think that one of the bigger explanations (I think there are likely to be several layers to the paradox) might be that as civilizations grow they naturally focus on becoming more efficient, which effectively makes them more stealthy. We see this with ourselves, where our radio emissions have gone down in transmission power over time and the switch to high frequencies and digital has made them more akin to noise which does not travel very far before becoming effectively impossible to detect. I think our gradual shift towards sources of energy that pollute less is more of the same.
Similarly, while an early interstellar civilization might expend the vast amounts of energy needed to cross the gulf between stars in biological time scales, a more advanced interstellar civilization has very likely achieved some form of immortality (like giving up biology and becoming digital) and may have no reason to try to be much faster than a rock thrown out by its star (in part because when you're effectively immortal grey goo, even a galaxy worth of energy might be something to conserve to maximize your civilization's survival).