Aliens are, as the term implies, alien. And that makes them hard to roleplay. The more alien they are, the harder they are to roleplay. This poses big problems with roleplaying. Aliens are very hard, if not impossible, to roleplay. In many (bad) games, the aliens are, like in many bad movies and pulp booklets, nothing more than humans in weird disguise.

Another problem is that alien characters are usually not easy to integrate into a PC group. Most aliens just won't join a team of human adventurers. This is especially true if they live under hostile environments, or are mentally hostile to humans. Some aliens are so alien that they are not even suitable as NPCs, but only as a part of the campaign background.