Why do people think that aliens care enough to come to Earth?

I mean, they're a highly advanced race that has mastered interstellar travel, and the first thing they're going to do is visit an insignificant planet inhabited by a comparatively primitive race, revolving around an unimportant star located at the edge of the galaxy? And what do they do when they get here? They hover around in their spacecrafts, do some artwork in a cornfield, abduct and gang probe your average Joe, and of course mutilate some cows. The notion is ludicrous! Do UFO nuts think very deeply about their theories?