If you climb the highest mountain on earth, you find out the downside of that. There is no one else there but you. And when you climb back down there is always someone who says, "That's stupid. Why did you do that?" Because it was there.
If you can't get past step 1 then you will never get to step 100 or step 1000. I discuss this topic the way I do because it helps to get people interested enough to continue on to the next step of the discussion. You should not get caught up in the concept of "proof" because that proof will likely never come and I would hope that humans can use their imagination to figure out theories which then can be tested. How do you think Einstein figured out Relativity. It was all imagination. I don't have billions of dollars of government research money to attempt to prove that the Anunnaki are real. Neither did Einstein.
Often, people respond the way Firefly did because they are unable to cope with the idea of intelligent life elsewhere, and certainly not that they may be responsible for us being here. To make it easier to accept that I choose to concentrate on the exciting possibilities and hopefully add some human aspects to the story. Our own government is unable to cope with the idea (see The Disappearance of Flight 412).
Personally, I think we have an abundance of evidence which proves the existence of aliens. People who are afraid of that idea sit and wait for the news media and the government to tell them about it, and that is not likely to occur in your lifetime. I wonder if that aspect of our personality wasn't programmed into our DNA.