When people can't imagine how ancient Egyptians could have built the pyramids, for instance, their minds almost immediately go to aliens. It's worth remembering, however, that monuments like Stonehenge could be built by a single person with some primitive tools and lots of ingenuity, so when you have thousands of slaves, pyramids are a piece of cake.
Tellingly, no messages actually appeared (other than a few vague passages about world peace and nuclear disarmament). When people thought that aliens would use the language of mathematics to communicate with us, the mathematical symbols drawn never superseded any mathematical knowledge that wasn't already available to human mathematicians, and only after mathematicians made new discoveries would such discoveries 'magically' start appearing. In the following clip, Stephen Fry gets into the silliness of this phenomenon.
What people don't get is that it wasn't aliens... it was the chupacabra :)