I do not think extraterrestrials are real and are visiting earth because there is no proof of them existing. The "footage" that has been shown of them is not valid and they simply do not exist. If one day something proves me wrong I will believe in them but until then I do not.
There are hundreds if not thousands of pictures of supposed UFOs and aliens all around the web, but not one of them can be substantiated. That alone creates a lack of evidence. On top of that, people don't realize how improbable it would be to travel the great distances from a star that may have planets that could support life.
With the lack of facts and the light-years of travel between Earth and any planet that may have life there is no way that intelligent life from another planet could be visiting us here on Earth.