They're human aliens.
Several reasons.
1. Avoidance of societal chaos. Yes, cliche. But true. Aliens. Human aliens at that. With different religions, ways of life, politics, and other sciences. And magic. The world will go crazy.
2. Magic. As it turns out, we're the massive exception. Magic exists. And magic is easy. So easy in fact, that its a minor miracle we haven't discovered it yet. Just plain old 'normal science'. Not the mana-powered math of MidChilda. Not the Hypergeometry of the Yeventine Caliphate. Not the Flesh-warping powers of the Sarkic Empire. Not the matter-manipulating powers of the T'renshigan Federation. Not easy to master... but its easy enough to completely disrupt life on earth. Imagine terrorists being able to craft tons of Sarin and VX gas. Imagine alt right extremists crafting nuclear bombs in their garages. Nihilistic environmentalists creating world-destroying pathogens in kitchens. And worse. Imagine entire firms being outproduced by fabrication and construction magic. Muslims going completely bonkers at the idea of magic (I asked them. All magic is considered to be from the Devil.). The governments are currently trying to prepare for this. For massive disruption. Things will change, but hopefully no one will die.
3. Immigration. The outer places.... are kinda better than Earth. Higher tech. Higher standard of living. Highly liberal (different social history, different liberties and restrictions). It can easily be post scarcity.... if it wasn't for the constant, non-stop wars. Know what that means? Immigration. Lots of it. Many will be attracted by the allure of higher science, higher tech, and the exoticness of alien worlds. Think of it as brain drain. Constant, brain drain.
4. Fear. They're afraid. Afraid of what will happen when you open up. Afraid of history on earth repeating, on a grand scale. Afraid of what will happen to themselves, and their countries if they were to open up to dimesional space. And since the voters might disagree.... well, let's not release it yet, shall we?
I think 1 3 and 4 are stupid reasons to keep something like that secret (and well I'm not sure why the aliens would collaborate to keep it secret)
I can perfectly imagine some governments doing it for those reasons though.
If it was only that I would be extremately angry, especially if the aliens have better medicine and life extension (wich would probably mean most deaths on earth are the gobermet's fault, which is like the most evil ever committed in consecuentialist terms, and personaly infuriating because it would mean the deaths of some of my relatives are the government's fault )
Of course I would demand more info , and try to figure out more, especially because keeping something like that secret for a long time means everything I though I knew about the government and how opsec works is wrong.
I don't care if it's a big disruption, one doesn't deal whith big disruptions by keeping it secret and not doing anything obious about it, big disruptions can be good anyway, and keeping stuff secret is extremely deficukt and limits a lot your options.
But 2 changes everything.
If there's magic and people knowing about it is big existencial risk on the level of pubicaly avaliable nuclear weapons or bioengeniered plagues , then I agree that it should be kept secret.
Like there are few reasons to kept your citicens in the dark about whole alien civilizations but this qualifies.
It also means either its less powerful for the aliens, or they are extremately competent or extremately controlling of their population.
(or maybe other reasons like, it's only so dangerous because we have no defenses against magic or that the scale of their civilization is so big that a few billions of people dying is no big deal and happens often).
If it's to prevent the end of the world I'm fine whith the government being careful about that kind of stuff and keeping it secret.
Entire firms being outproduced by fabrication and construction magic is not that much of a problem though, it's a big deal but old business getting outcompeted by new tech is just bunisness as usual.
Now if how to do magic has gotten out we are fucked anyway and we probably should be emigrating to the probably safer alien worlds before some idiot decides to destroy the world, so I might end demanding more info anyway.
If not I'll collaborate in whatever I can to keep it secret, though whith suspicions of the magic is dangerous thing being a lie.