Maybe the alien isn't even physical but it's actually made of like electromagnetic fields or radio waves or some shit interacting. What if the radio signals we send out are actually causing genocides and the radio wave people keep sending us back signals begging us to stop but they can only communicate by creating atoms and flinging them at us so we can't even detect them.
Edit: oh shit, what if the Wow! signal (https://en.wikipedia.org/wiki/Wow!_signal) was the radio wave aliens sending an interplannetary invasion force to try to stop us from destroying their entire race, but as soon as they entered our atmosphere all the radio waves completely fucked them up and now the last remnants of their civilization honors them as brave heroes that tried to stop the most violent race in the universe but were mercilessly destroyed.