Personally, with a lot of these more "out there" elements I think a more pertinent question isn't whether they should have any presence in the games at all (and my feelings on the role of "canon" in a single-player open-world RPG that's by design a unique experience for each player is a whole other matter,) but rather the extent to which these things are present in the game, frequency, and how big of a role they play.
With Aliens? Here's my view:
In Fallout 1 and 2 it was neat to come across a crashed spaceship as one of the random encounters that also potentially provided some unique and rare items as a bonus for finding it. (It wasn't actually until my third playthrough that I even saw the Alien Blaster Encounter.) And I think it is important to remember the context of the sort of random encounters you could across - when you also run into Monty Python characters, (I believe) more than one Star Trek set piece, and Godzilla's footprint; some dead aliens are among the tamer encounters you come across in the Wasteland.
I actually liked the almost dreamlike quality to venturing out in the Wastes in the older games. It almost felt like I was going on a walkabout as much as exploring - the Wastes were a strange and unpredictable fate somewhere between myth and reality, and I enjoyed the thought that maybe even my character wasn't sure just what was real anymore. So in that context I see nothing wrong with a random alien encounter. I think it provided a nice sense of mystery to the experience - you didn't know who these guys were or what they were doing there, or how long they'd been rotting there. Like many things in the Wastes, you're dealing with the aftermath.
In Vanilla Fallout 3 I thought Bethesda really played to their strengths with letting the environment spin a narrative. Following a strange signal to find a crashed spaceship was a neat find the first time I came across. Again, preserving that air of mystery. Mothership Zeta, though, took all the mystery out of the aliens. It's like how in a horror movie the monster is never as scary once you can actually get a good look at it - once you've been given all these pieces to a mystery it stops being a mystery altogether.
So at this point I just don't see aliens having anything more interesting to do. The whole "here's a crashed spaceship with another alien blaster" thing has been done, getting abducted has been done, I think it's just time to move on from aliens now. As I see it, there's just no more potential to them in this setting. It's not even a question of whether or not they "belong" or they're "canon." To me, it's kind of like that ghost sidequest in Fallout 2 - one time was interesting, but if every single game has me doing fetch quests for ghosts then it just gets played and loses it's novelty - which was the purpose it was supposed to serve anyway.
I'd much rather run into Sasquatch than an alien at this point - simply because one's been done to death in Fallout and the other would be new and interesting and mysterious.