I used to think that way, but you have to remember it’s not that most of these anecdotes paint the same pictures of these aliens/creatures. It usually happens to those who readily believe in the supernatural/paranormal phenomenon. I know I would find a hard time believing it unless it happens to me!
People hear about Grays (known typical alien apparition) all the time through others, sci-fi movies and stuff. These anecdotes are very much inspired by the same stories they have heard all their lives, through centuries! People have a tendency to modify their dreams to an extent, they want people to be able to relate to them and understand them. Most of these alien sightings are just like any ghost sightings. If you sit down to study both phenomena, you will find that there are many many similarities: how often it happens, what kind of people does it happen to, at what hour does this happen, and so much more. It almost never happens to any skeptics, maybe 1 in a 10,000.