Who knows where we got our idea of what aliens look like. Let's face it, depending on what kind of medication you're on, it almost certainly wasn't in-person visits.
Whether or not you believe that we've been visited by E.T., our traditional idea of the slim, bug eyed "Grey" is, at best, limited and, at worst, entirely wrong.
Whilst little humanoid Men from Mars are an evolutionary improbability, the universe is a weird and wonderful place which could have given rise to all kinds of weird and wonderful life forms. We already know that life is more adept at creating non-humanoids than it is humanoids here on Earth, so perhaps we should really be looking for a planet overrun by dogs (and then finding a way to move there immediately) or even superintelligent algae blooms.
Our image of the two legged, two armed, face-owning alien comes in part from the human brain's tendency to anthropomorphise things, and in part from the fact that it makes filming science fiction much easier of you can just paint a human blue and give them a charismatic set of eyebrows.
It could even be that our search for successful intelligent life has been so far fruitless because we have such weird ideas of what constitutes "success", "intelligence" and even "life".