We don't know that they are ETs, not in the usual sense. After a while you start to see how a lot of paranormal things can get clumped together... UFOs, ghosts, bigfoot... they are all real, but not real at the same time. I think it's more a matter of us not quite understanding what reality actually is. We only perceive the solid physical reality, and reject the rest of it as psychosis!
Matter is not all that solid... it's mostly empty space. The reason you can't pass your hand through it is because of repulsion. You never actually touch things, there is always a small space between.
I'm not sure that they use technology to pass through walls, but it might be. it just might be the nature of their existence.
A few interesting clues are the experiences people have on DMT. A very important book is "DMT: The Spirit Molecule" by Dr. Rick Strassman. I urge everyone interested in this subject to read that book! (It's going to be a movie soon as well) Test subjects given very large doses of DMT intravenously have near-death experiences, and many have encounters with non human intelligences, including the typical UFO abduction experience.
This would appear then that DMT, which is a natural substance produced in our brain by the pineal gland, has the ability to "open" our perceptions to things that very well might be here, but are not normally perceived. The pineal gland has always been considered the seat of the soul, and even the third eye. It is actually a remnant of the Parietal eye which some animals have, which is literally a third eye. The pineal gland has rods and cones just like your eye, and is through to possibly be light sensitive.
DMT is also produced in its highest concentrations when you are born and right before you die. So, if DMT triggers near death experiences, and also allows people to see apparent dimensions and beings that we don't normally see, it kind of hints that these beings might be from a realm that we associate with the after life. The large dose created before death might be to "open" a portal for our non physical self to enter.
Some people who have had encounters with these beings have been told they are not necessarily what we see, and they can pretty much take any form they want. This would imply that they might be not fully based in the physical world as we know it, but can be at times.
This would help to explain them being able to walk through walls, and even the behavior of UFOs. Now we can't really grasp the concept of something that is real, and isn't at the same time, because all our perceptions are based in the physical world as it is interpreted by our brain. This would also help explain things like ghosts, and other paranormal phenomenon.
It might all be a normal part of our world, but we just don't understand it, and it has been slowly removed from our cultural belief system by material science. We certainly have a long history of interaction with all sorts of beings, elves, gnomes, fairies, and all manner of "little people". Now they just look like an advanced technical race, and maybe they are. We have always said that we had supernatural beings here that came from "the heavens", and that when we die, we go to the same place (heaven in the singular). If they are from another dimension, that we also go to in some other state when we die (as energy or consciousness), then that makes some of our mythology and religion a little more concrete, and less symbolic.
I have felt for a long time that many of the stories we have retold over and over as mythology and religion might actually have some basis in fact, but have been misinterpreted and mangled over time.
But it is something to think about.
I also think that these beings might exist in a shared plane as us, which would explain why they are against us harming the planet and being concerned with our nukes. If we blow us up, we blow them up too!
Or, it could be much stranger than that. We don't even know why we exist, so we certainly can't say there isn't some reason why all this strange stuff happens.