I suggest Carl Sagan's book "The Demon Haunted World" when it comes to "UFO Abductions". I'll even recommend it for that Crop Circles nonsense.
In short, consider that a known condition, which effects most human beings called 'sleep paralysis' happens to have almost EXACTLY the same sensory effects as those ascribed to "ufo abductions", and those effects are noncultural. They're near identical from Europe to African to Asia to South America.
Consider also that "alien abduction" stories change as times change. Before they were Grays, people were abducted by elves and faeries. We don't believe in the Fae anymore, so we get creatures who said they were "Martians". Once the Martian canals were disproved by scientists with a little less credulity, martians stopped visiting earth. Funny thing though: before global radio and television alien abduction/visitation stories were distinct. Now that it take a few seconds to bounce a signal from New York to Sydney, we get homogenised 'aliens'
Sorry, if there's a mundane explanation, it tends to be the right one. Alien abductions are normal dreamlike states experienced by normal people. They are overlaid in the mind with whatever religio-cultural folderol the person happens to which the 'victim' happens to subscribe. There's nothing extraordinary here except the propensity of people to ascribe to the supernatural and supernormal that which can be explained by the natural and normal.