The odds are so tiny. Our planet has had life for over three billion years, and for less than 1/10,000th of that time produced a species capable in theory of spaceflight, and that species (us) took an awfully long time to get past the Old Stone Age. There are likely many billions of planets in our galaxy alone with life. Those with complex life, such as a tree or an animal as good as a mouse are almost certainly not common, but primitive microbial life will abound.
Other planets will be very friendly to life but be places where no intelligent species will come along or develop technology, such as water worlds, and still others will not be friendly to life in general for long periods. Example given: Mars. Bad orbits, unstable stars, poor galactic locations, the wrong planetary size, and such means that most planets are good only for microbial life if they can support life at all.
There is no particular natural reason why we evolved, even though the Earth is a splendid piece of real estate. The odds to me are that in the Milky Way and the nearest 10 galaxies, that we are the only technological species. On the other hand if we ever develop interstellar flight, the places where Earth life could spread to are immense in number. That applies even to marginal places. If humans knew that some planet could be colonized and that life there would be fine for 100,000 years until its star went unstable, would they settle there? Sure they would.
While UFOs seem to exist, they are therefore IMO not "space aliens." Thinking they are says more about the egocentrism of humans than anything else.