[lotharbot]

One of the main methods we use for finding planets in other systems is watching for them to cross our view of the star -- basically, looking for a star to slightly dim in a periodic fashion, something akin to an eclipse.

With objects in our own system that don't emit light of their own and are much farther away from the sun than we are, they'll never block the light from the sun. If by sheer luck they happen to pass in front of another star and temporarily block it, it's still difficult to figure out what the object was, how fast it was moving, and so on and therefore difficult to correlate with "something in our own system".

Keep in mind, the solar system is REALLY big. "Planet Nine" is proposed to be some 55+ billion miles away, or about six hundred times as far away from the Sun as Earth is.