Well, actually there was a scene that explained what happened to the Alien that came out of the Jockey: On the way to the Derelict, Dallas and co go by this weird looking hill. Upon closer inspection the hill is really the fossilized Jockey-Alien. They didn't put it in the movie because they thought it would be confusing or it would spoil too much.
As for Ridley, note that he started with "I THINK this is what happened" (or something like that), not "this is what happened".
As for why others didn't come to help the Jockeys: Their ship was a mining vessel/prospector vessel. They were on LV-426 to find potential mining resources and instead found the eggs. Since they weren't a real science expedition none of their race knew what happened.
Plus the Derelict and the dead Jockey were millions of years old, their race is long dead by now.