>but do we have any evidence?

I'm not aware of any. The problem is, this would be such a unique occurrence that, like speculating on the nature of alien life based on Earth life, anything worth calling evidence might be impossible to find.

history has shown us that we humans are so afraid of other humans that are not exactly like us, that we readily sacrifice values that are absolutely essential to the advancement of society, and our well being in general.

the knowledge of uncontrollable alien life forms visiting us, and maybe interacting or interfering with our lives, would very likely cause a world wide panic of epic proportions.