Earlier quoted context omitted.
Why wouldn't they need megastructures and travel once they understood enough physics?
Space and time may be emergent, we don't know, all we do know is that our current model of physics is missing something. Quantum Gravity for example and We don't know what happens inside a black hole either.
Do you mean they are guaranteed to discover another “realm” and move to it?
Why? It might not be possible, no matter how much physics one knows. Or do you take the Fermi paradox itself as a proof of the solution?