I am not exactly sure what a "perpose" is, but since you mention grey I would guess you must mean "porpoise." So just what are the grey's porpoise?
First though, to rule out the second part of this question. While there has been many studies to suggest porpoises have some degree of language skill, there is as of yet nothing to indicate they have much skill at reading. Further, electronics companies have been VERY slow at producing USB devices that are readily usable by flippers, instead keeping to the more traditional keyboard devices that have so far proven unacceptable to dolphins and porpoises.
All of which is largely a moot point as very few broadband providers currently offer under sea connections. So it's unlikely any porpoises are reading this. They are not "here." They cannot respond to your question. It is possible someone in a Flipper halloween costume may respond, but while this is grey and at least a relative to a porpoise, I would not take anything they had to say as authorative on the subject.
Which brings us back to the initial question... a grey alien porpoise? The illegal alien problem in the US is generally looked at as a "people problem." But if there was a grey alien porpoise. this would definitely threaten many jobs currently held by American Dolphins (The Miami Dolphins though are an other subject entirely).
And the obvious canidate, having both a wide enough range to allow for many to be aliens, and also being mostly grey is (drum roll please): The Harbour Porpoise!
Hope this clears everything up.