Especially when we as a species only have decades of lifespans compared to those of larger celestial bodies. And yeah, there are many theories around, some more well-known than other, some with more evidences than the other some being disputed and some already disproven. And that's how science advances.
One of the things proven and most amusing to think about, is that all biological life emerges from the stars. It boils down to the chemistry. Primordial universe, was made of very few kinds of elements. The diversity, required for life to eventually emerge, has been cooked in the stars. With their death, they released this chemical diversity into shared space, having major physical forces do the rest. However to look at it, life is a crown to the creation and sentient life, a pearl in that crown. The question is, could we have life, not based on chemistry? This is exactly the question about what is 'alien'.