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Maybe aliens really are that different, but the thing with human exploration is that there really wasn't any doubt about contact between an advanced and a less advanced civilisation. Cortez really did show up in Mexico. The Pilgrims really did settle in New England. The Spanish, Portuguese, Dutch and pretty much anyone who could get a ship did end up in South America and India and Africa. Heck, the reason South Korean kimchi has chilies in is because the Portuguese landed in Japan, brought chilies from the New World, and introduced them to the local cuisine, and they passed on to Korea via Japan!
So while maybe a tribe in the interior of what would become the United States of America had heard rumours about alleged landings of strange people with odd devices, but never had direct contact until much later, there was real contact with some early tribes. No messing around with "we think this could be a sighting", the foreigners were right there on the doorstep.
Why don't we see that with our alleged alien visitors? Stop hanging around nuclear power plants disguised as swamp gas or weather balloons, land on the White House lawn and ask for Sam Brinton's successor to give you a tour of the facilities!
This is now my favorite theory for UFOs.
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What about if the technology gap is wider and the territory controlled by the natives is less valuable? Say it's modern civilization vs the uncontacted North Sentinelese islanders. The Indian military attempts to keep outsiders away but there are drones that go over the island and the occasional missionary shows up (who they kill). I have no idea what they think about the outsiders, some kind of demonic entity perhaps.
We don't want the island, it's pretty worthless. The only interesting thing about it are the uncontacted islanders, who are only interesting because they're uncontacted. There are internal divisions in our monitoring/anthropological people who are more or less concerned with maintaining secrecy. Without the missionaries, the situation is basically paralleled.
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