I played for hundreds of hours before even saw an alien, then one of my female sims ended up on a blind date with one, after they got together, moved in etc, my sim ended up being abducted, not once but twice! So from never seeing an alien or an abduction, I meet one and get abducted twice.
Ok coincidence? Apparently not! Another sim, male this time, randomly starts chatting to a sim at the spice festival, and yup, alien, became a couple, had kids etc etc and.....he gets abducted too! The household was full at this point so he didn't come back pregnant, but the only time my sims seem to be abducted is if they are in a relationship with an alien!
I've started a mermaid/alien household now and I'll be watching those skies closely..