It's something that tends to happen with particularly advanced mentor-like alien species, Sufficiently Advanced Ancient Astronauts and the like. You don't want to be something as uninspiring as a Rubber Forehead Alien nor something as unphysical as an Energy Being while also maintaining some sense of secrecy and wonderment, so you take the "astronaut" idea and run with it. The aliens end up wearing large all-enclosing hazmat-like encounter suits that shield their frail physical butts from the elements. Examples of Little Green Man in a Can include: