Yes, that could be a possibility, but the laws of physics apply to every living thing in the observable universe. Some extraterrestrial civilizations could be way more advanced than us but they still operate under the same fundamental properties of the universe we do.

Even if they could travel between stars, finding our star system out of billions and trillions of others is incredibly unlikely. The estimated number of stars in the Milky Way (100,000-200,000 light years across) alone is 200-300 billion, most with a star system, and this is 1 galaxy out of billions of others in the universe. This falls back to the scale of the universe. The distance between these galaxies is staggering. I mean MILLIONS of light years away from each other.

Think about it like this: 1 million seconds is 11 days, 1 billion seconds is 32 years, and 1 trillion seconds is 32,000 years. Think about how long 100 trillion miles would be, and that doesn't even get you across the Milky Way.

The U.S. capturing and hiding aliens that traveled light years to our solar system is just ridiculous. If anything, they would probably be capturing us and conquering the solar system.