You always hear about ladybugs eating aphids, but I’ll be honest: I’ve watched thousands of ladybugs, and I’ve never actually seen one eat an aphid. Until, that is, I got this photo of a seven-spotted ladybug eating an oleander aphid on common milkweed recently:
Woo! A ladybug doing what everyone always talks about them doing! It was an exciting moment for me for some reason. :)
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The Dragonfly Woman 
Is it possible that only the Seven Spotted Ladybug eats aphids, and most of the time you’ve been looking at the other non-native ladybugs?
Don’t think so! Many species of ladybugs are documented eating aphids, so not just this one. I just don’t spend lots of time watching them on the plants. I tend to either collect them temporarily to document them for citizen science projects or just snap a photo and move on, so I’m not surprised I don’t see this behavior.