Top image by Alejandro Burdisio via Concept Ships.
A Von Neumann probe is a robot designed to reach distant star systems and create factories which will reproduce copies themselves by the thousands. A dead moon rather than a planet makes the ideal destination for Von Neumann probes, since they can easily land and take off from these moons, and also because these moons have no erosion. These probes would live off the land, using naturally occurring deposits of iron, nickel, etc. to create the raw ingredients to build a robot factory. They would create thousands of copies of themselves, which would then scatter and search for other star systems.
Exploration and Reconnaissance Probes
The Voyager spacecraft. Credit: NASA/JPL.
Communication probes (a.k.a. Bracewell probes)
Hypothetical Bracewell probe. Image via David Darling.
Hypothetical Dyson sphere. Image: Eburacum45.
Image: Robert Brown.
So, where are all the probes?
One of the interesting things with police probes is that it makes strategic sense to announce that they are around to civilizations that might "break the law" — yet not reveal exactly how strong they are or what their modus operandi is.