That's not quite what I meant, although to be sure I didn't make myself clear the first time.
First -- well, there's no evidence for alien life so far (or, at least, none that stands up to meaningful scrutiny). But that's not to say that there's no point in searching for such evidence.
On the other hand, it could be rather a long, and fruitless search, either because no such life exists or because no-one really knows how to identify it if they found any. So that should lead people to more fundamental questions being as important, if not more so. How did life start here, how did it become complex, was it a fluke or an inevitability, is this the only way it could happen, and so on.
In all likelihood, direct searches will get nowhere without more information about what they should be looking for. If we're going to extend the jigsaw analogy, it would be like trying to fit the puzzles together before you realised that you actually have four separate puzzles, one of which was actually a hexagon while the third didn't have any edge pieces at all.
But the main point, really, is that regardless of whether or not there's life out there, it will be easier to find it once we properly understand how hard it is to find it.