It's also nice and convenient because it makes it easy to handwave away the lack of evidence.
"Oh, they're interdimensional. They don't have to travel through space or through our atmosphere. They just pop into existence, expose themselves to me and my mates, then pop out of existence again."
Might as well say, "They're all over the place, these aliens. Literally everywhere. But they're fully invisible, can move through solid objects, leave no traces, can't be detected... But trust me, there are 50 of them in the room with us right now!"
Anyone wanting a sane conversation might as well give up now.