Who knows?
But think it through. If they didn’t breath oxygen, why would they bother visiting a planet where oxygen is used? The only reason we are mucking around with Venus or Mars is because those are the only planets we can reach.
If we had interstellar travel, we would be out looking for earthlike worlds. I would imagine that any alien society with star travel would look for planets as close to their own as possible. I doubt we’ll bother with Jupiter for anything.
It’s all speculation, and as a science fiction fan, I like to speculate. Also, as a science fiction fan, I find ufo freaks to be somewhat amusing and don’t take them seriously.
But I don’t discount them completely. Too many of those reports have been made by extremely serious folks.