After some kind of technological singularity, "artificial" and biological intelligence will both advance rapidly and likely will merge and become indistinguishable from each other. This is what we are working on already so imagine what will be going on 1000 years from now. The advantageous trait inherited from AI is the ability to be copied at will and the ability to be transmitted between suitable supporting hardware. Advanced beings would have these capabilities and so therefore could travel at the speed of light to multiple places simultaneously. The problem is a being will need a host of some sort to be transmitted to. It may be the only way to handle this would be to physically move the host to the location wanted. Of course, being immortal, the beings would have plenty of time to wait for such a delivery.
When all this is accomplished, beings can move around between locations, stay awhile using one host, and then move on to another place at the speed of light. One useful type of host would be one that could fly around and help support whatever reason the being has for interstellar travel. This flying host would look like a UFO to us. In this case the UFO is the alien. We will not find beings inside. It seems unlikely a host would be left intact if something happened to one since the occupant will be long gone.
This concept basically is like a rental car pool for interstellar light speed travelers. I have no idea why they would want to contact us.