The idea that aliens built the pyramids does not pass the test of critical thinking.
Critical thinking is an important concept that should be taught in schools. It requires only a little effort and imagination to do a critical thinking analysis. Critical thinking is not an absolutely infallible tool, but it is nevertheless an extremely important tool to use, as is Occam's Razor.
Here's a bit of critical thinking on this pyramid issue.
Let's imagine that in 10 years, someone discovers a way to do faster than light travel and we soon discover many vaguely Earthlike planets at other stars and even a very few planets with civilizations on them, and some are at the same level as Egypt around the time when pyramids were built.
So with this new traveling capability, what would we decide to do?
Well, how about going to these planets with Egypt-level technology and build pyramids for them!!! Everyone on Earth will be anxious to help fund this great project of building pyramids for aliens all over the galaxy, right???
Wrong.
The whole idea makes no sense whatsoever when examined critically.
Sure, it could be right anyway, but the probability of that is near zero compared to the probability of the following critical thinking scenario being true:
The ancient Egyptian civilization had a pharaoh that kept the Egyptians safe from all the surrounding enemy states, made grain storage facilities to protect their civilization from droughts and floods. The people would do anything for their pharaoh! They had a very strong religion that required elaborately preserving the dead. The pharaohs had the power over people to arrange for their own preservation when they died and to build a building for themselves to keep their remains safe. The cost of labor was no object.
If that comparison isn't obvious enough already for you to evaluate this pyramid problem, then here is where Occam's Razor comes in. We have two scenarios:
One scenario requires that there are aliens who have somehow found us in this vast galaxy; aliens who have some vast technology that allows them to travel from their planet to Earth.
The other scenario only requires a lot of slave labor and mere stone-cutting and stone-moving technologies.
Which one is the simpler scenario? Obviously the latter one is, so according to Occam's Razor, it has the higher probability of being true.