I think it's possible that Jesus was an alien. There are lots of stories in which abductees talk about aliens trying to make a human-alien hybrid. Perhaps Jesus was an early success, one for some reason they seem to have been unable to reproduce since.

ETs (god) got Mary pregnant, one of their craft hovered over the stable (The star) to check everything went to plan and then, after Jesus spent a period on Earth, he was taken back to his creator, the ETs.

The idea of the second coming of Christ could be the expected second success of the alien-human hybrid programme.