Alien Grey behind Bush
Well, even if he embellished a bit, it made his writing much more entertaining than the standard fare.
As far as "ultraterrestrials," I look at it like this:
With the 1890's airships and a few "UFO" accounts the 18th and 18th century, these crafts has flapping wings, and the occupants came down out of ladders.
In the middle ages, the abductors who preformed sexual tests were Incubi and Succubi from the depths of hell, or some other unpleasant domain.
Kenneth Arnold saw a squadron of flying wings, yet a reporter called them saucers. Immediately, everyone is seeing (and photographing) disc shaped objects.
And countless other things that make the whole situation seem to be a case of, "we see what we expect to see," or something along those lines.
At other times, it also seems to be "tricksters" just fkking with us for no good reason. =)