Because you have to realize that what is considered the sexiest in males is what is most primitive - big bodies, small cranium, typical proto humanoids, neanderthals and alike. This is because sexual tensions and interest are also very primitive. Then you have framelets, skinny guys with big craniums, typical Cro Magnoids, who were NEVER proto humans. They were humans since day one (read about it, people who come from Cro Magnon were clearly NEVER proto humans). They are the most intelligent and thus removed from the pool of attractive people. No body would be sufficient to give energy to both a big, constantly thinking brain and big muscles.
Answer: Aliens are too advanced for sex and other primitive things.
Left: Neanderthal, right: Cro Magnon person. If you think neanderthals dont' exist today and people's looks don't differ based on which ancestors you had, well, here's a perfect example of current day neanderthal skull:
Here's how Cro Magnon people looked like:
Notice weaker chin, prominent cranium. Litterally alien-like head shape. They were more intelligent (and are to this day).