I agree with the earlier posts, the aliens part is quite minimal to me and from my first listen I always thought of it as more about the loneliness, isolation, doubt, and downward spiral that the guy feels. I can really relate to a lot of the lyrics for different reasons (i've never been abducted by aliens or humans!) just a few lines on their own can mean so much.
As for the existence of life on other planets, I think it's rather naive (even arrogant) to assume that we're the only beings that can be thought of as "alive" in the entire solar system/universe/galazy. It's quite big out there if you think about it! I don't expect them to be little green or grey men, or even be humanoid at all, but there's a good chance, something is out there