I see this as an assumption Mccoy. Who’s to say aliens are a physical reality? This is an assumption, especially since it is quite possible, if not likely, that they are coming from an advance civilizations that are plausible to have already explored different realities than just our physical dimension.
What you say is an interesting possibility, but that would be part of the 'ghosts' or 'spirits' category. They would be alien ghosts but ghosts anyway. If they have a material body which can be dematerialized to travel thru other dimensions, this would imply that the bodies, remnants and so on shown in various pictures needed to be materialized again.