If there was anything to this they’d surely have exhumed the remains, Christian burial notwithstanding.
It is quite possible that nobody really buys into it.
Or - another theory - the powers that be who would have to authorize it understand that their tourist trap angle is over if it is just a normal dead body. Therefore, it's not worth the risk to discover the truth.
Either there never was an alien body there, or the US government has already taken it. There is definitely not alien remains under that rock right now.
- US Gov't doesn't think there's an alien there. - Local gov doesn't want to risk the loss of tourism.
The US government, publicly at least, has not shown a great deal of interest in investigating UFO reports.