[quote=@Vilageidiotx]
It can certainly be done. I think the reason people don't is because the implied level of technology is almost too much to grasp. We'd be talking about a civilization that is essentially unrecognizable. 
[/quote]

Pretty much this. Multi-galactic sci-fi in any case usually ends up being the realm of goofy mid-20th century B-rated sci-fi as well. Those being the sort of films or stories where the aliens don't physically manifest in a specific shape and might be like sentient goo (or in a case of a Monty Python skit: a sentient dessert). This also draws to image the sort of alien life as perhaps Kojima's Bodysnatcher series (although that's technically pan-dimensional) where in the sense the alien have no single body and are entities that can take over individual's bodies and use them as their own vessel for interacting with the local environment and feed on it.

So once you get to that scale it's plausible that things may be so far beyond our scope of imagening (SP?) that society or species would have evolved beyond what we know. It could be far too abstract for us to tackle, and I tried to do that once, but I couldn't wrap my head around the necessary functions to explain it, even as a fictional mechanization.

I'd also like to address this:

[quote]odern/Industrial  societies however, are much more apt for world spanning settings due to having access to galleys, trains and airplanes.[/quote]

I'm going to contest this on the quality of the complexity of industrial-and post-industrial societies. Particularly from the model of enlightenment and post-enlightenment Europe. More often that not in this setting the abstract notions of the nation and a shared unity of involved peoples by being born to a culture/language group establishes an identity among them that may be deemed irrational. And that irrational notion is: nationalism.

Although with our airplanes and ships that can traverse the ocean in several days the rate of long-range communication and the dramatic slashing of long-distance travel does not necessarily make large Empires easy to control. Especially in comparison to prior, where rebellious groups may be more isolated to smaller geographic areas. Or populations may not act in rebellion against a foreign power because they have limited or no interaction with the power in question. In contrast with now where a minority may simply revolt against the foreign power because of a cultural awareness of themselves and knowing they're being ruled over by someone not-them.

Large Empires like the Mongols and the Romans had it easier because there was likely little notion of the sense of a national identity where-as larger "Empires" now need to account for the abstract notion of minority autonomy. There's a collective thought now in the modern world that makes holding large inter-national Empires together harder. It's the sort of natural irrationality that broke apart such old Empires as the Austrian or even Ottoman Empires. Or may have been a factor in the collapse of the Chinese Empire by awareness of certain groups own identity (Mongols and Tibetans vs Han majority for example).

So I wouldn't say that large Empires now are easier to have simply because I can drive across Europe in a day. You're going to need a lot of genocide and cultural assimilation into a preferred majority to promote the sort of stability you might have had back then, and often those two factors go hand-in-hand. Where before all you may have needed to do is play favors to non-majority groups to keep them pre-occupied and subservient (ex: The Golden Horde hanging the Grand Duchy of Vladimir before their Russian Vassals to keep the nobility more-or-less busy with themselves so they may compete for the Khan's favor so they can get the illustrous title of the holder of Vladimir). But that sort of game doesn't really work now, people are far too aware of their collective heritage before and during someone else's reign.