I used to hope that we were being visited by aliens. I remember lying in the front yard at night, and seeing little orange specs in the sky that traced geometric patterns, and wondering if they were UFOs. They weren't of course, they were hard-earned figments of my imagination.
A couple of decades later, I met a guy, an educated financial analyst for an aerospace company that I worked for, who claimed a UFO experience. He said a bright red one rose out of a lake and zoomed into the sky. Of course we can't know if he was in his right mind, so that can never count as evidence.
More decades have passed, I have never seen evidence of UFO's.
I think if you reflect on the Drake equation - you'll conclude that the probability of aliens that we could come in contact with is very very very low. Without calculating the odds formally, let's start with a bold assertion: "Intelligent life will arise 100 billion times in the universe". Sounds like a lot, but there are at least that many galaxies in the universe. Then we have no idea what the odds are that an intelligent species can develop the means to contact other intelligent species, nor how long they might survive (10 thousand, a hundred thousand years as a technologically advanced civilization?). Then we add the duration of this observable universe that ANY intelligent species might be able to arise and thrive. Just guessing, say the window of opportunity starts 5 billion years ago, and extends for 100 billion years. Your common sense will tell you that the chances of even existing in the same galaxy at the same time as another intelligent species is very remote.
That's why it's not a good bet to claim we are being visited by aliens.