Why should they do that - they don't on shows like, oh, Star Trek.
Characters in fiction are, by necessity, human. You can give them funny looks, odd customs and even peculiar motivation; they remain human.
No one would watch a fiction TV series that wasn't about people.
You can have truly alien aliens. See Darmok. In those cases the alien functions as a plot device more than a character. But it would be tiresome to do it every week.