A rose by any other name...
So what would you call beings that appear and vanish at will, that have knowledge you don't, the ability to fly (when you don't), and the ability to perform what appears to you to be magic?
Now if these creatures look hideous and don't seem to have your best interests at heart - like maybe they rape your women and steal your children - you might label them "demons".
And who's to say you're wrong?
A better word might be daemons... which are spiritual beings (i.e., non-corporeal) somewhere between divine beings and humans.
There are those who believe they are space brothers/extraterrestrials. But they are not. In other guises they are the gods and goddesses worshipped throughout India, the 'gods' that Shaman in SA, Africa, and elsewhere encounter, the frightening shapes that haunt houses, and so on.