Universe is very big and it's getting bigger. There are a multitude of galaxies (numbers in trillions or more, yet to be found). And there are also theories of parallel universes. Also multiple theories of dimensions, one theory says 10, then another suggests 11, another 26, 5, 10, 8, 7 etc.
Our mother earth is very young. And there are way older grandpas than uncle Sun. Also older great grannies than our Milky Way.
So, I do believe that they exist. A whole lot of them. Maybe they have visited, maybe they are among us or maybe they are yet to arrive, just for others like us.
If they have visited, the oldest epics describes them as they were seen then. Well, whatever! Duh..!!
So, I'm having conflicts between option #2 and #4.
Thus I tossed and arrived at: They exist, but they haven't visited Earth yet.