Obviously we can only speculate, but even for aliens it would be extremely expensive to colonize Earth, taking in accounts the energies required to traverse the distances involved. The most likely scenario would be that they are using us either for scientific research or simply visiting us as tourists. Kind of watching us in our own zoo. In the way we send scientist to watch tribes in Amazonian jungle.
Lets, just for argument's sake, look at the original question of this thread from a slightly different angle:
If, for the sake of the example, there was semi-intelligent life on the Mars, and we were 'intelligent aliens', what would be the rules of engagement for our astronauts?
This is what my guess would be:
1) avoid physical contact, in order to prevent transfer of unknown diseases,
2) avoid any situation in which your ship can be damaged,
3) avoid any situation which would prevent the rest of the crew extracting you,
4) keep on sending data home, taking pictures etc.
5) do not disturb them, avoid densely populated areas,
Now back to Earth: is this how, supposed UFOs, are really behaving? Indeed, if they exist, they do behave in a similar fashion.