Possible reasons:
1) They haven't contacted anyone that would be a creditable source
2) The have come only to observe and have not made their presence known
3) Secret government cover-up
I don't know if time travel is possible or not. But to make the statement that its impossible because we have no proof showing that it is possible is wrong. Now if you said "at this moment in time, we are not able to do time traveling" that would be accurate.