Long-period comets are thought to originate in the Oort cloud, short-period comets in the scattered disc or the Kuiper belt, and main-belt comets in the asteroid belt.

> They're supposed to originate in the Oort cloud.

AFAIK, our Oort cloud hasn't been observed, only hypothesized from the behavior of long-period comets.

Given that, it's kind of unsurprising we wouldn't have concrete evidence of extra-solar Oort clouds.