I don't have an experience of abduction by aliens, but I do have the next best thing: a theory.
You may know that the obsession with aliens is culturally and historically specific, and that the frequency of alleged alien abductions has increased dramatically in the west in this century. Other cultures are more frequently prey to different classes of strange occurences. In Thailand, it's ghosts. Thai people get possessed or haunted by ghosts all the time, and stories about ghosts are featured prominently in sensationalist rags and urban lore. Such was true much more frequently in the last century in Europe and North America, too; now, however, it's aliens.
One day I was watching one of those animal documentaries on the Discovery Channel. You know the ones: lovely nature photography of animals eating, fighting, fucking, and birthing, interspersed with shots of earnest zoologists shooting innocent animals with darts that will put them to sleep (if they're lucky) or temporarily paralyze them (if they're not), and then punching holes in their ears to attach plastic tags to, or putting huge radio collars on them, and taking blood samples and skin samples and god knows what else. I'm sure one or two of those poor beasts has been subjected to an anal probe in the name of science....Does any of this seem familiar at all? It did to me.
And so I began to wonder: Could it be that the rash of alien abductions that has plagued the western world is a manifestation of our guilty collective unconscious, subjecting us in our imaginations to the same treatment we mete out to wild animals? Or could it be that we are tapping into the animal world's traumatized collective memory of their frightening treatment at our hands?
Either that, or I've been reading too many Sheri S. Tepper novels.