The aliens just weren't that scary.
When watching the movie, I at no time was convinced that these guys could take the US Armed Forces. These things were somewhat resistant to bullets, but were not invulnerable and massed gunfire and artillery would have ground them to paste.
I also don't see any reason why our Air Force would not have wrecked those drones the Aliens had. They obviously were not immune to missiles, as they Marines took them out with MANPADS. I see no reason why those drones would not have been blown out of the sky with Sparrows and Sidewinders, not to mention all of the MANPADS that the ground pounders would have had.