The image of the face on the planet that we call Mars was in their history books.
It was one of four potentially habitable places in our solar system where they had left evidence of their existence. They had also built structures on the planet Earth and two of the moons of Jupiter. Pictures of those structures could also be seen in their history books, next to the one of Mars.
We eventually figured out the mystery of the pyramids -- that they had been there long before the Egyptians and that they were an obvious signal. More than a signal, they were a gesture -- an indicator jutting out of the ground and pointing to the skies as if to say there! That's where we are.
More accurately, that's where they were.
Their planets were barren. Potentially habitable, but barren nonetheless.
When we got there, we did not find their buildings. We did not find their bones. We did not find their history books with pictures of the face on Mars, the pyramids on Earth, or the ice sculptures on Europa that we would never discover.
The only thing we found on their planet were massive pyramids. Large, impossible structures that triumphantly towered over the alien lands while everything else had crumbled.
The massive pyramids stood there, waiting for life to spring up around them once again -- not so that they could once again be revered -- but so that the life could evolve into something intelligent enough to realize that they were pointing to our sun, saying there! That's where they are.