We learn at the beginning of Stargate: The Ark of Truth that the Ancients came to the Milky Way via starship. At the time, they did not have working Stargate technology but developed it in the Milky Way prior to launching Destiny and the Seed Ships
Presumably, the Ancients had to travel via ship before they set up their network of stargates. They also presumably needed ships to place the gates around the Milky Way.
Once the ancients arrived in Pegasus, they would have had to start over placing Stargates on planets and building a new empire in Pegasus using ships until the stargates were in place.
In Pegasus, we see a number of derelict Ancient ships, such as the Aurora, the Orion and the Traveler ships, scattered around the galaxy. In the Milky Way, however, the only Ancient ship discovered is the Time Traveling Puddle Jumper. Besides that, a handful of outposts and some structures were all that physically remained of the Ancients.
Considering that the Ancients spent a great deal more time in the Milky Way and they had perfected stargates by the time they got to Pegasus, it would make sense that there would be derelict Ancient ships all over the Milky Way but we never saw any.
So why the dearth of Ancient ships in the Milky Way?
I'm looking for in universe answers. I know that the meta answer is they didn't come up with the ships until MUCH later in the series.