I've seen some of that "Iron Sky" material, it sounds like a real hoot.

But there is much to be said, from a pure SETI standpoint, for the potential of the asteroid belt as a place to look for alien artifacts.

If we assume that advanced alien races capable of space travel are relatively common in the Galaxy, and that they are as curious about ETI as we are, then it is not unreasonable that the solar system has been visited in the past by some sort of scout, survey or exploration vessel. It is highly unlikely that such a visit occurred recently (the last million years or so), but it is increasingly likely it may have occurred within the last billion years or so. Sol is a prime candidate for life, an old and stable main sequence star, its habitable zone is large and its planetary orbits are stable, and oxygen in Terra's atmosphere is detectable in principle over interstellar distances. Any civilization with the technology to come here would certainly have sufficient astronomical expertise to identify us as a prime target for life from a great distance. If there's a spacefaring species within a thousand parsecs they would have sent a probe this way by now. Statistically speaking, its highly unlikely it showed up any time recently. That would asking too much of coincidence.

Any structures or artifacts left on planetary surfaces would have been covered up by geological processes by now, but the asteroid belt is another story. There is solar energy available out there, and plenty of raw material, rocks, water and other volatiles. The period of meteoroid bombardment and collisions ended early in the solar system's history, so the idea of the ruins of a settlement, base, or even a functioning automated station is not only plausible, it is actually the only viable place to look. The cold temperatures and hard vacuum would preserve anything they might have left behind.

It is even reasonable to speculate that if our roving ET wasn't particularly paranoid about strangers, they would have deliberately designed their abandoned facility to be easily found by anyone who stumbled on to it later--whether it be a civilization evolving here in (their) far future, or some other scout from a third star system engaged in the same kind of mission.

A clandestine spy base, on the other hand, would have been better hidden out in the Oort Cloud.

During our own Age of Exploration, it was not unusual for ship's crews to leave some symbolic structure or monument to indicate their arrival on even the most desolate and remote islands; a cairn of stones, a bronze cross, a message scratched on lead plate.