I speculate that a sophisticated alien race would attempt to wipe our brains of these memories. Not being human they may do an imperfect job, resulting in what some might confuse as a dream. I believe you. I believe we are not alone. I believe alien life is visiting earth and probing our butts.
As a rule, no matter how sick your fantasy is, no matter how depraved or unthinkable, the fact that you have thought about it is enough evidence that it has been though and performed before. There is nothing new under the sun, not ever. Well, technology maybe, but no human behavior.