Um...because we are a fearful and ignorant race that can't even get past the differences of skin tone and culture among our co-inhabitants on this planet? Because they would likely either encounter the barrel of a shotgun, or the scalpel of a scientist?
Perhaps they have landed, quietly, in remote locations, to make contact with those few spriritually advanced individuals among us who would be able to accept their reality.
Just a thought.
Which just goes to show you: UFOs are about religion, not science. These are things you either "believe in" or don't, not things to be scientifically proven.