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We have too made lots of attempts.

Dr Doolittle style anecdotal stories and anecdotes, lots of people who talk to their pets, moving up in seriousness to attempts to teach gorillas about sign language, attempts to give animals cards they can point to to request things, or react to verbal prompting, to attempts to decode meaning from animal calls like Dolphin calls or elephant body language.

http://news.nationalgeographic.com/2016/09/dolphins-conversa...

https://en.wikipedia.org/wiki/Koko_(gorilla)

What we're assuming with space travelling aliens is not just that they'd want to communicate with us, but that the attempt would be obvious - a patterned radio signal - but the content not obvious.

(And if we did blanket an area with nuanced pheromones and insects responded in bulk, is that communication or is it overriding and giving compelling orders?)