Yeah as someone already pointed out, they may not need to be built like a rugby player to survive in zero gravity. You could also look at ants on earth, you wouldn't think their skinny little legs could carry their bodies let alone the ten times their own bodyweight that they are capable of carrying. If these beings are capable of floating, walking through walls and controlling the minds of anyone they encounter then brute strength is probably not going to be on top of their list of priorities.
We can't guess why evolution would lead to a being with the features of the greys. It may not have even been evolution, the greys could have just been created...... They seem to be very interested in creating another species ie. the hybrids. Some abductees claim that the shorter greys are almost robot like without any soul or emotions, which is something one would expect from a genetically engineered species.
We cannot judge why they would look the way they do because we know next to nothing about them. We don't even know if they are even from outer space.........they could exist in another dimension.
Ants and similar insects are purpose built for manual labour. Their exoskeleton is like a pair of plyers using the physics of leverage to their advantage. Ants are so small because the bigger they become the thicker the exoskeleton would have to become to still have the same weight to power ratio in our gravity. But ants and flys have about as much in common with greys as an elephant does....their grey! Seems all of you didn't even read my first post properly and didn't see the tongue in check element, but rather chose to enlighten me on silly pencil drawings and non-related exsamples. Keep it up guys! i'm still laughing