Martians
The assumption at the time UFO's arrived on the pop culture scene was that they came from Mars. "War of the Worlds" - Mars. "Martian Chronicles"- Mars.
Here's something interesting from 1920.
IMO, as we started to learn that color changes on mars weren’t due to deciduous plant life, we had to fabricate another explanation for a belief we didn't want to let go of. FTL and other dimensions did the trick.
After all, who really wouldn't want to believe in visits from et's?
(The whole thing reminds me of the Coke bottle in "The Gods Must be Crazy!")