I think the big question is: who would win in a fight?
Seriously though, I've always thought that people seeing little green men, demons and angels had their start point in hypnopomic hallucinations and noctural panic attacks.
At least Succubuses (succubi?) can be seen in the crushing weight people feel when awake but sleep paralysed.
Once dim witted people start looking for answers their belief system provides 'answers' according to the 'rules' of said belief system.
So an unpleasent experience in bed is either a demon (succubus) or and abduction and inevitable probing.
But for someone to have both wacko belief systems would be a great deal of cognitive dissonance; no right minded person could hold two conflicting......oh, I see what I did there.