... we're not seeing more Supernovas in our own Galaxy because they've already occurred and dissipated to the point of relative invisibility (ie: they're just dust now).
Consider: when we look at other galaxy, we are looking far back in time. (Andromeda is 2.5 million LY, so when you look at it you see it as it was 2.5 million years ago.)
Maybe supernovas were once very common (which is why we can observe them in other galaxies) but today are very are rare. Our own galaxy is only about 100,000 LY wide (and about 1000 LY thick, according to our best estimates).
The remnants of a supernova are light, radiation, and matter. It's this same matter that later forms planets (and us - don't forget, you're made of stardust!). In other, very distant galaxies, we see the light and radiation, but don't forget they occurred millions of years ago.
If we were in one of those other galaxies, we would be able to observe the supernovas of the Milky May. Maybe we don't see many here because the light and radiation has already passed, and all that's left is the dust.