While the universe is endless, matter is not.
The probability of life is quite low.
Life is on earth; the probability is fulfilled.
It is possible that there is life elsewhere. It is possible that that life is intelligent. It is possible that that life is more intelligent than humanity.
I don't think it is possible for that life to be here. You see; even íf worm-holes are real, which is qúíte debatable, to travel them would be rather silly. You'd never know where you'd end up, or how to get back. Or even if the way is linear.
Then comes another problem: The 'tube' would have to pass zero-space. Small surprise there: There is no space in zero-space. Space needs matter to be space. To do that without this tube would be to stop existing, in all logic, or to create a new universe in zero-space, as there is suddenly matter. Who knows what would happen?
Also: There is no evidence for alien life. That's why France and Belgium are so easy with giving up their reports for the public. It's just investigations leading to nothing, anyway. There is no cover-up.
Colonization of Mars would take decades. It requires quite a lot of factories, and quite a lot of fuel. In short: It possibly requires more money than any government hás. A program like that might bankrupt both the US and Europe.
Lessee.. We need lots of carbon, but we might get it there. Water.. Is probably present, though frozen. Nuclear energy: Check; we'll have to transport the power sources from Earth to there. Then transport the facilities. Build them. Find a way to trigger vulcanic activity. (A nuclear bomb might do, but it might just as well not.) Basically, you'd need a to transport a lot of finite resources from earth to there, because you need to tools to get to the local resources, which aren't plentiful to start with.
The moon: Only doable with biodomes. They require quite a lot of glass. There's a lot of silicone in the moon; sure. But are you really going to make the biodomes from the moon itself? How are you going to get the construction tools and factories?
I'm all for stopping the Alien Conspiracies.. But I'm afraid the only way to do that is for the believers to simply toss in the towel and call it a day.

It's not logical. Very cool, and perhaps even remotely possible.
But.. Even then, the theory runs into some trouble. First one: If that alien species is so superior, then why haven't they taken over yet? Oh; yes. Lizardpeople theories, like in V. But even then, we'd still use up their resources, so we're still competition. Cloak and dagger doesn't help; superior weapons do. That's not happening.
The other problem is the Earth's atmosphere. It's violent, ever-changing, and quite toxic. Humans can deal with it. All life on earth can deal with it. Who's to say some species from another planet can?
Of course; there's distance that forms a problem, but we've already talked about that.