The thing that puzzles me is .. If they do exist, why would they fly all this way, then not even make themselves known? Why would they hide their existence? The only sensible answer I can think of is that their are so many advanced / inhabited planets out there that we aren't even worth paying much attention to. Just like we don't stop and poke every anthill we drive past.
Any creatures that could reach us would have to be vastly more advanced and very different. If they can reach our planet then they can probably reach all of them.