Yes indeed, Dragons and all entities don't have physical forms anymore...
I've heard Dragons come to you, only when they feel you "worth it". They are picky to your behaviour, they will come only when they think you are value for them, to see them. They may don't show themselves in a way.
You could ask other Spirits about Dragons, or if they know one, you could ask them to invite one to you. Or, in a way, you could try and summon a random Dragon, or ask for a Dragon's precense with you. If you ever Astral Project, you could also search them from the Astral plane.