"It's so very lonely, three thousand light years from home."
What he really is saying is that this isn't some colossal event going on at the edge of the universe, like a quasar. It's a galactic object, which implies there may be more of them out in the Milky Way.
But I like your explanation better. Except the first thought that entered my mind was that it was the exhaust of an ET spacecraft trying to get away from us as fast as possible.