I wouldn't know why. Whenever I see those artists' depictions which purport to be of the "alien visitors" that people have spotted running around abducting people and molesting cows and so forth, my reaction is always, "you know, that looks too damned *human*-like to be an actual alien."
There's absolutely no reason to expect aliens from [wherever] to be anywhere near that humanoid (hell, they're more humanlike than chimps or gorillas, and we're *really* close to them genetically), as opposed to more closely resembling any of the other several million species on Earth (e.g. lobsters, moose, begonias), or even something totally unlike any Earth-like life form.
So if these "visitors" actually exist, their shape strongly suggests that they're actually modified humans instead of "aliens", and their advanced technology would indicate they're from the future. QED.
...either that, or the folks making up (or hallucinating) these "visits" have poor imaginations and can't come up with anything better than a tweaked human form.
You'll be singing a new tune when the Begonian Star Guild gets here..
OR, they are a branch of our own family tree that made it into space long ago, and built the Monuments on Mars before skipping out of the Solar System entirely. Homo Habilis on anti-steroids.
OR, they are an artificially induced cross between the Rigelian Lizard People and us, to radically alter their space-faring dissapated blood line, or to shake them out of their doldrums, or to serve them as a congruently designed shepard/interpreter slaves when the come to collect all our magnificent nervous systems to be transplanted as control devices to run their ships and machinery.
OR, they are the demons and fairies and trolls that have always been around, but rarely glimpsed by humans, and whose cultures operate hidden from our view in the corners of our planet we don't occupy.
Or, wait, no--they are the numerous illicit offspring of Clinton's drug-addled genes, organized by the CIA to mutilate our cattle and breed with our woman using massive machinery, in order to produce a tractable race of hairless secret agent love slaves.
I always figured androids -- biological constructs designed for a specific purpose. The actual aliens are just too damned alien for us...