It's the way propagation works. Just to use Thailand tonight as my example..... I heard the station calling right at the tail end of today's conditions. He was all alone on the frequency. 20 minutes after I heard him, conditions had totally died. He however, was hearing dozens of stations all up and down the West coasts of North and South America all trying to call him at the same time. The lucky station with the best skip path is usually the winner, and in this case it was another Canadian station that made the contact, rather than I. Power doesn't have a lot to do with it, it's much more about luck and being in the right place at the right time.
In theory, if you can hear them you should be able to work them, but QRM and QRN make it so it doesn't quite work that way..........
So in a nutshell, just because the band is quiet where you are, doesn't mean it's quiet at the other end of the skip path !
Calling CQDX endlessly with no comeback can be depressing for sure, but when somebody does finally come back from some exotic location it makes it all worthwhile. And for what it's worth, I actually don't call very often at all, unless I'm trying for a specific station in a division I haven't worked before.
I usually just monitor a frequency and answer other calls when I hear them.