It seems like a very pervasive idea in comedy in particular. Was there a wave of rural Americans claiming to have been abducted at some stage? Also, where does the anal probing come from?
Hey, you might be interested in my answer and then the follow-up discussion in this thread:
I didn't mention it at the time because it ran afoul of the 20-year-rule then (it doesn't now...), but as far as its place in comedy goes, /u/itsallfolklore is right to point to the seminal South Park episode, coming on the heels of "wink wink nudge nudge" probing as comic relief in movies like Independence Day.