"There's nothing like a Mutton, Lettuce & Tomato Sandwich..."
-- Billy Crystal - the Princess Bride
I think that sums it all up... the Aliens are just hungry and the missing brains are for making Pudding after the main course
I vaguely recall a show, I think it was on the Science Channel, in which this sort of thing was explained in a very interesting way; the fact that insects will eat the soft tissues first such as the eyes and eye-lid area and the brain as primary targets when their munch-time rolls around and it's time to do one of those little jobs they were put on this planet to do... clean up waste!
There may be some scenarios that are a bit bizarre when it comes to the mutilations and how natural decay seems to be defied, but from what I've seen this is something it seems the jury has been able to weigh and take a vote on... and I'm a former UFO researcher of sorts... it was a hobby of mine back in the 70s when so much stuff was happening around Wright Patterson AFB (I grew up about 30 miles from it, right on the flight path... and for those scrutinizing my life, look-up the Northridge housing development just outside Springfield, Ohio and compare its location to common flight paths in the 1970s).
My time in the Navy helped me reconsider many of my theories about UFOs and while I still believe we aren't alone and that we have probably been visited more than a few times, I also believe that the imagination coupled with a lack of connection with nature has brought about some rather fantastic tales when it comes to this kind of story... but that's just my theory