I think there is extraterrestrial life, probably even “intelligent” life as we might recognize it, but I don’t think we have been visited.
In my idealized universe, there is a physical barrier prohibiting deep space travel. The resources of any planet necessary to produce a potential spacefaring race is always insufficient to allow it. Or more dramatically, there is a race between escaping the home planet and consuming all of it’s resources in the process.
Not that I want it that way, but I like the poetry of it.
If we start mining asteroids I’ll change my mind.