I wish just once that someone would provide a single piece of physical evidence so this question could be answered. Earlier this year I saw my first UFO and all I can say for sure is that it was very strange, not like anything I have ever seen before. I can’t say it was aliens. I do hope it was not aliens as it means that we humans have some high technology that the public isn’t aware of. I saw them seven times over the course of 10 days. They are surprisingly hard to get on film.
You'll never find a piece of absolutely unequivocal physical evidence that aliens (actually spirits, of various kinds) exist, just like you'll never find a piece of absolutely unequivocal physical evidence that God exists. But both exist.
Many folks liken the abduction angle to demonic possession (there are many common facets).