Frankly, I think alien contact will be limited to communication, not personal visits or bombardment by doomsday machines. Ultimately, I don’t think anyone with ambitions to colonize the solar system will be swayed by such an unlikely, abstract fear as “the greys, if they exist, might get bitchy with us”. Hell, the gods might get angry too, but that doesn’t stop anyone!
As far as other human fears and weaknesses go: we shall see. I agree that some countries might not feel comfortable with the thought of gigatons of mobile rock hanging over their heads, but colonies would make exceptionally expensive bombs. No-one will waste them on mass bombardment. And a rogue state which decides to take potshots at these colonies from below will likely just be asking for their subsequent extermination by the inevitable survivors. A sort of new arms race in some minds perhaps, unfortunate, but I don’t think anyone will misconstrue colonization for covert arms building. 
