Isso é "Uma dança a músicas estranhas" de Gregory Benford. Foi publicado na antologia Exploradores: SF Adventures to Far Horizons , que pode ser o que você está lembrando.
Há um breve resumo do enredo em sfsite.com:
While surveying the planet Shiva, the crew of the starship Adventurer discovers a massive lake that appears to be suspended in mid-air. Their investigation leads them to a bizarre race of crab-like polygon-shaped creatures, whose hive-like society defies interpretation. Benford tells this tale with a merciless eye toward his premise and its conclusions. He willfully disregards any attempt at characterization, refusing the reader any comfort derived from likable, sympathetic characters. Here the scientists not only grow embittered by their inability to understand the ecology of Shiva, but become jaded by the existential horror of confronting an alien race that may be as vastly superior to us as we are to amoebas.
O último parágrafo da história corresponde à sua descrição:
This was the first contact humanity had with the true nature of the galaxy. It would not be the last. But the sense of utter and complete diminishment never left the species, in all the strange millennia that rolled on thereafter.