Also yes, there are actual political implications of the “aliens built the pyramids” belief: it quietly perpetuates the racist idea that the indigenous people of the world were not intelligent enough to design such astonishing structures, which is a small component of a broader (and even more racist) idea that European colonial violence “saved” or “enlightened” the indigenous peoples of the world. So these conspiracy theorists would rather resort to “aliens did it” than simply admit that there are non-Europeans who are really fucking smart.