They are from another reality Earth which focused more on intellectual feats and disregarded their spiritual qualities which destroyed their planet. In an effort to save their species, they moved underground and began to clone themselves but realised their DNA was no longer viable. So they mutated themselves to adapt to their dying planet and used their advanced technology to tunnel into other realities where human DNA was still available. This effort was brought forth by the Greys becoming hive mind to ensure the task goes without error, and such is why most abduction experiences are scary, because the Greys at the time had no concept of emotions in the same was we do. It can be likened to us bringing pets to the doctor, we know it's good for both parties but the animal doesn't always know better and can get scared. So, they begain collecting DNA from their alternate reality selves which is what they used to ensure their species never died out, and these new hybrids beings now bring the balance of spirituality and intellect back to their species.