It is beneficial to weigh both sides of the stories.
For instance Nibiru. The idea that a life form could survive (as an advanced technology) on a planet whose orbit carries it beyond the orbit of Pluto, is a bit far fetched.
I think there was a planet that entered our solar system, and collided with some other planetary object. There appear to be signs of the results of that collision. Look at the giant scar across the face of Mars.
This happened a long time ago, and may have resulted in the planetary bodies of Earth and Venus. Or Earth and Mars.
At any rate, there is no rogue planetary body left (unless you count the remains in the asteroid belt) to be on some ‘deep’ orbit and return.
That still doesn’t discount the possibility that some other rogue mass of planetary material won’t come diving through the plane of our solar system.