Because much smarter people have asked the same questions and come up with much, much better answers.
Just because something is not easily explained is no reason to jump to conclusions such as "aliens did it." If you dig deeper into the work of academic historians and sociologists, I think you'll find that they've explained many things which the "Ancient Aliens" crowd calls "unexplained mysteries." For example, there's no mystery about why the Egyptians built pyramids: they believed in an afterlife. Pyramids were palaces for the Pharaohs to live in during that afterlife. They mummified corpses so that dead people would still have their whole bodies in the afterlife instead of being disfigured. If you're interested in eerie similarities between separate cultures, read The Golden Bough by James Frazer; you'll find a lot of very eerie similarities between separate cultures which have nothing to do with aliens. And Frazer was writing between 120 and 75 years ago, around the same time as Freud, who's also really good. More recently Jacques Derrida, Michel Foucault, Peter Sloterdijk and others have attempted analyses of worldwide cultural phenomena, in addition to all of those people who are more specialized in the histories of individual cultures. The real scholars are so much more interesting than the ancient aliens bunch. I don't think it's impossible that aliens have been among us, not at all. I just think that any culture advanced enough to visit us from another planet would have no difficulty whatsoever in concealing every last trace of itself from the likes of Giorgio Tsoukalos.