This is going to be a 3 Part Series were each part I will give you a reason why people think that there are aliens but, in reality there isn't and why they do think so.
Part 1 :
Some people suffer from Sleep Paralysis. ( π )
In this moment your body release fear hormones and , adrenaline hormone ,therefore your body starts to imagine things that are not real ( from fear hormones and adrenaline hormone ) As a result , they imagine that they were kidnapped by aliens and were tested on but , in realty this never happened. All of this is because Adrenaline Hormone and Fear Hormones were released.
Sleep Paralysis : is when you wake up and you lose the ability to move