Yes. The name for this is Fermi Paradox. However, imagine if, the given data set is different and we are not in a "big bang" style infinite universe, but more of a finite realm, how does the logic play out? Ultimately, yes. Because "shape-shifters" or demons (same thing) have been admitted to, caught multiple times, predicted, and proven again and again. Hell, even the Rabbis call themselves aliens and "from the other side." Just because they are not little green men and more of an interdimensional flavor, does not make them any less alien.