Why would that be weird? It could be kind of fun to have characters out of their element -- the aliens expert is at a loss when dealing with ancient demons, the necromancer has no idea what to do when encountering extraterrestrials. You don't have to do that, obviously, but there's no reason the two worlds can't collide.
Like, seriously, there aren't any rules. It's not like you'll get kicked out of the Paranormal Stories Club if you don't include at least x number of alien stories!
You can always read up on some weird alien/ESP accounts, the philadelphia experiment, vile vortex theories, watch The History Channel, etc. and see if there are any good story ideas in there. The more stories you have to pull from, the more ideas you'll have! If it still seems super uninteresting to you, then there's no requirement to include alien stories in your series....... and if later you change your mind and want to tell an alien story, there's no reason you can't.
