There is dust between us and most stars in the Milky Way that blocks them from view in visible light. Therefore we can only see a fraction of the supernovae in the Milky Way.

It is substantially easier for us to see supernovae in other galaxies that we're not facing edge-on. And we have a large sample size of such galaxies. That's why our best estimates of supernovae frequency are based on observations of such galaxies, and not on our observations of the Milky Way.