I've flown in planes a handful of times, looked down at the ocean on plenty of opportunities, and never observed any whales. I'd say the analogy is perfectly great.
Space isn't quite transparent, and a closer analogy would be to ask if you can spot bacteria and other microorganisms because something sentient the size of a whale
"scaled up to space" would be unrecognizable as such to us.
A rather apt analogy, because you can see countless signs of non-equilibrium behavior, chemicals, heat, and other things (you really have never seen any, say, birds while flying?) that tells you you are not on a planet devoid of life.
