WHY DO EXTRA-TERRESTRIALS NEED AN EMBASSY?
There is at present no way that an extra-terrestrial race can officially enter into contact with humanity without breaking local or international laws, without being perceived as a threat or without appearing to support the politics and morals of that territory. To overcome all these obstacles they need an embassy. Clearly an extra-terrestrial civilisation that has achieved the technology to make interstellar travel possible is aware of the possible destructive effects their appearance on Earth might have on the fabric of our present society, if the contacts are handled insensitively.
If they were to land anywhere on Earth at present, extra-terrestrials would first of all be invading airspace. Their uninvited presence would trigger automatic defence systems targeted at other countries. The panic both among the military and the public might paralyse continents. Also the political kudos obtained by the host country from such an important presence might unfairly be perceived by the world community as tacit approval of that country. So the economic, social and political consequences of such a contact cannot be left to chance. These consequences need to be thought through with extreme care. Any benevolent extra-terrestrial civilisation deserves the chance to initiate contact with us in a gentle and non invasive manner. The only solution that will ensure this is an official embassy for extra-terrestrials located in internationally neutral territory that guarantees the appropriate provisions of security and mutual respect.
Whatever probability you assign to the existence of extra-terrestrials, without an embassy the chances of making successful, beneficial contact reduces to nil.