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Firstly, the aliens dont have to get into their rocket ship like we do and prepare bigtime for a long space journey. When you have advanced technology why would slow methods of transport be used?
Secondly, the aliens may not be skin and bone, they could for example be energetic beings, like ghosts.
And thirdly, who says crop circles are communications with humans? They could be healing to planet due to the stuff we have done to it or having some influence on the local population with the symbols they are placing on the ground.