The prospect of meeting an alien has always fascinated Rainbow Dash. With countless worlds out there beyond the stars, who is to say that extraterrestrial life doesn't exist? What would they be like? Would they be just like her, but with a gross third eye? Would they be sturdy enough to beat her in a fight, or quick enough to beat her in a race? Would they be malevolent and try to conquer Equestria with their DEADLY SPACE LASERS?
Yeah, you're none of those things. She's a bit disappointed.