Dust within the plane of our galaxy blocks light from all but the nearest supernovae within it.
There are many galaxies observable from Earth, whereas the Milky Way is only one galaxy.
A very close supernova (within a few parsecs) would probably wipe out the life forms observing it, tending to favor the observation of only distant supernovae.
All of the reasons given here are contributing factors.
Recent advances in telescope equipment, photography, and digital imaging allow us to monitor the brightness of galaxies from afar.