People’s obsession with alien abduction may boil down to a feeling that something superior is among us, secretly, acting toward an unknown end. Which unknown could be negative or positive.
A lot of myths follow this picture, going back to the Greek and Roman, in which the gods often entered into human affairs secretly.
Going all the way back, perhaps this is a mythos which exemplifies the relationship that man has had with God since the beginning. The details of this relationship are inscribed in our psyche, and play themselves out at every time in history, only differing the details.