What if... The grey "aliens" are really us 2000 years from now (after we've invented time travel) coming back to examine our history.. The reason the 'aliens' are so non-interfering and "sneak about" is that they (we) dont want to alter our history too much.. ok, a few mutilated cows here and there...wont matter too much.
Theory#2- We are a zoo. From high in the air, scribed into the earth many centuries ago (before any flying man-made aircraft) are drawings miles wide of a spider, a hummingbird and other animals which can only be seen from a very high altitude (such as a passing tour ship) and the announcer says " here we have Earth, interesting little planet, you can see some of the lifeforms here inscribed by us at an earlier time, we can swoop down for a bit and have a look, but beware of taking samples, the bi-peds can get angry. We cant stay too long.. many other worlds to see.. limited tour time, you know"..
Now, the Coral Castle guy in Fla I read about years ago and is fascinating. If indeed he did learn the secrets to moving large heavy objects around, good for him!! He did take the secret to his grave though, apparently, because still to this day nobody can figure it out..