Alien visitors, I don't think so. So may people would be in on the secret that it wouldn't be secret anymore. That's the problem with most conspiracy theories: If you alone know something and never tell anybody, it's a secret. If two people know, not so much. If 100 people know, it is a sure bet that it will come out.
Now the idea that Marilyn was killed by some government agent trying to protect the Presidency after she had sex with John and Bobby Kennedy? That's a pretty likely thing. John had such bad back trouble, he could only function sexually at times by receiving oral sex. And Jackie certainly was not about to do that sort of thing. She was from a good family and they had people for that, like a lot of rich folks of that time. If Marilyn was having a mental breakdown and threatening to talk, I can see some Kennedy-loyalist putting her down.
But no aliens required.