Supposing that they do exist, and that they're capable of coming to Earth, but that they wouldn't invade the planet, then there could be two reasons why they might not do it:
a) they respect humans as fellow living beings who have achieved a certain level of civilization and technological development (albeit not as high as theirs).
b) they don't really see much value in Earth, and believe it's best left alone, since it might just be yet another backwater planet in the middle of the sea of stars full of humans, since they could easily exploit other planets' material resources much better.
If they could have invaded our planet, then it should have made no difference to them if it had been back in the 1930s than right now. It wouldn't really be any less impressive right now for humans to see a living being from another planet than it would have a hundred or 10,000 years ago.
Humans have always been used to coming across strange-looking creatures that do actions that are very different from ours, and for the vast majority of people, most of the details regarding the way any piece of technology works or is built together on the inside are either not of interest or are completely unknown to them.
It could be possible that they have already visited us, but never left anything behind, since they didn't see anything worth giving to us, which would be the opposite of the first option I wrote about. Maybe they don't think humans are capable of understanding anything they've created, even if we do think we could.