The aliens build tremendously advanced and expensive ships, travel across countless light years, bypass the world and national leaders, find toothless hillbillies swacked out of their minds on moonshine and stroll up and down making beep beep noises. And capturing people for their favourite sport - probing certain sensitive areas.
Makes sense if you don't think about it.
Wazza matta you? Was you never a teenager? Never took Pop's car, an' terrorized stray poodles? Never went out for an evening of cow-tipping? Never went into a sheepfold and...ugh, belay that one.