First off, it would have to be proven they aren't just fallen angels, demons, or a hoax by the government. If they were actually genuine, then it would have to investigated if perhaps they didn't fall like humans, or if Christ visited them as well. If neither of those were the case then it becomes difficult to explain. I doubt there are any though. No real evidence has been found despite it being a vast universe with many potentially habitable planets. The universe was made so vast to show the glory of God, and to show that He loves us despite how relatively small and insignificant we are. The aliens that people talk about visiting them are most likely demons or fallen angels. The infamous occultist, Allister Crowley, claimed to be in communication with an entity that looks very much like the "Greys". I think there is little doubt that entity was a demon or fallen angel. While not really human, demons can't really be called alien because they were born on this world. The only truly alien life is angels who have spiritual not biological bodies.