Because they are a waste of time. Either they're ours or something else entirely. If these were "little green men from another planet", we'd have figured that

Because they are a waste of time. Either they're ours or something else entirely. If these were "little green men from another planet", we'd have figured that out a long time ago and we'd all be a space-faring species by now (maybe we already are?). I want to believe but perhaps this whole phenomenon is a mirage...sure, evidence of "something" but maybe not what we think at all.