The woman was apparently poisoned by the CIA, a number of times, too. :)
If I were an evil gray, why bother making a deal with the United States? The United States was founded on a principle of individual rights. Why not make a deal with the Soviets? They have a demonstrated history of not giving a damm about their citizens or the citizens in countries they occupied. I would think that the Soviets would have been only too happy to sacrifice their citizens in order to gain technological superiority over all the other nations of the world.
If experiments on humans was desired, why bother making deals with anyone? Why not just hang out in areas where there is little technology, like jungle villages in South America, the Pacific Ocean, Africa, or some parts of Asia? Hell, there could be millions of people who could have been experimented on and returned and no one would have ever been the wiser. Do the aliens like Caucasian people more than "minorities?" Are the aliens racist?
All of these stories are interesting, but I am disappointed that the hosts don't ask some obvious questions.