Why have no one in Fimfiction made a story in which an alien (no human) lands on Equestria? An anthro Equestria to be more accurate? Because I think I'm the first one that has done so.

So like a human x alien first contact story but replacing the humans with ponies. That could work, but it wouldn’t be that different from a strait human x alien first contact story. You’d have to really make use of mlp’s characters for it to be worth the effort.