People that believe in aliens state that these aliens have an effect on matter. These people have posited ways in which aliens can be proven, and have tried, through medium such as film, and physical encounter. The proofs they propose are proofs that are meant to convince anyone, regardless of their personal belief in aliens or not.
You, however, or any theist, for that matter, have not proposed a way that angels or demons can conclusively be proven to anyone. Sure, people get proof if they believe, but what about the skeptic like myself?
The difference between aliens and angels is the party supporting aliens try to provide proof that will work for everyone, regardless of their beliefs, while people who believe in angels will only try and prove this to eachother, whom have already been convinced.