With no hands and opposing thumbs it would be difficult to do a lot of things even if beings could imagine them in their minds. Maybe they've had to invent machines they can control that can do the things we can do because of our opposing thumbs, but which they can only do with help from the machines . . .
The chance that intelligent beings will look human-like is just as likely as their not looking human-like.
It's possible that what people are seeing, if they really have been abducted, is a space suit of sorts. Maybe the being inside the suit would not be visible in our spectrum of vision and humans can only see, and be aware of it's existence, because the space suit is visible.
There really is no end to the possibilities that our human brains are not yet capable of comprehending. Trying to imagine a being that could do the things humans can do, and do even more besides, and do everything much better, is like trying to imagine a color you've never seen There may be many possibilities that lie outside the laws of existence that we know and understand.