Reverse Engineering An Alien Grey: Do They Come From Liquid Not Gas Environment?

An intellectual friend was debating with me recently about whether or not alien greys might be something evolved from a flying creature versus aquatic or land. He reasoned that birds have hollow bones and can breathe with unidirectional air flow and air sacs. He reasoned that might be the case with an alien grey.

This started me on a curious trek to reverse engineer these boogers.