They appear to have few activities that would give them personal
satisfaction- they do not joke with abductees, engage in dialogue
about themselves, ask personal questions for their own satisfaction,
and so forth. 

I remember reading something about where a taller being snipped off a 
lock of hair from an abductee, and  put it to his (bald) head.  This was 
considered "funny" to the smaller beings around him. 

In fact, abductees report little aesthetic sense whatever
in their surroundings on board the UFOs. The rooms, equipment,
hallways, and most apparel are functional, clinical, and devoid of
artistic expression. The small gray aliens and most of the taller gray
aliens dress alike (if they wear anything at all), and fashion design
does not appear to be important.

It may also be possible the "UFO's" were designed specifically for the
task of processing abductees, like our hospitals or military vehicles
are. 

Their society appears to be group- and work- oriented. They live in a
colorless society, both literally and figuratively. It has fewer
diversions and entertainments, and less aesthetic content than human
society. On board a UFO, it is apparent that the aliens lead a life of
service and work in which individuality is subordinated to the group.

If the US military went to another planet and started abducting aliens to 
study, they may say the same thing about us.