Wait, in response to the title, aren't fallen Angels the same thing as Demons? Whatever.
But, yeah, I never realized the stereotypical Alien looked like a Frog...
According to the some bible passages and specially the Book of Enoch demons are all souls that are born from abomination, meaning, a union that God did not create, like an angel with a human female or animal hybrids. The apocrife book of Enoch states that, since God did not created these beings, their souls have no place to go after they die, so they torment mankind instead, pretend to be ghosts, aliens, fairies and whatever works to get them some human atention and a place to stay.
Book of Enoch, 15, 8:12:
8. And now, the giants, who are produced from the spirits and flesh, shall be called evil spirits upon the earth, and on the earth shall be their dwelling. 9. Evil spirits have proceeded from their bodies; because they are born from men, ⌈⌈and⌉⌉ from the holy Watchers is their beginning and primal origin; ⌈they shall be evil spirits on earth, and⌉ evil spirits shall they be called. [10. As for the spirits of heaven, in heaven shall be their dwelling, but as for the spirits of the earth which were born upon the earth, on the earth shall be their dwelling.] 11. And the spirits of the giants afflict, oppress, destroy, attack, do battle, and work destruction on the earth, and cause trouble: they take no food, ⌈but nevertheless hunger⌉ and thirst, and cause offences. And these spirits shall rise up against the children of men and against the women, because they have proceeded ⌈from them⌉.