It is helpful to think of what would aliens want from us that they can't get at home.
Raw material, like in the mini-series V, Oblivion, Uplift War trilogy, etc? It is too expensive to ship matter anywhere. If you need a lot of it for a construction project, you'd be better off heading to the galactic core.
Maybe they want our cultural uniqueness? But they could easily simulate many virtual worlds with different starting conditions, and poke around those without leaving the comfort of home. That would be much easier, especially after they get bored with humans.
And if they have advanced molecular nanotechnology, it isn't just waiting millions of years for results. They are likely running at a much higher "clock rate" than we are now. You can run an uploaded mind much faster than a biological one. So these hypothetical aliens would instead be waiting billions of years of subjective time for their probes to find something interesting.
Maybe, but I find that unlikely.
If they do want to pursue those sorts of activities, then can do much more, much faster while closer to home. Why settle for observing one naturally evolved species, when you can make dozens (or thousands) of your own?