Martians - our not-so-lucky neighbours

What if we are totally wrong about life on Mars? I mean, it is possible that life at Mars exists at a subterranean level. They may have huge colonies located some 2000 feet below the ground. And what we consider as a surface covered with iron oxide, might actually be their roof which has rusted beyond repair because of paucity of funds. The reason why Martians have not contacted us could be that they are too ashamed to meet their more prosperous neighbours. Imagine how a conversation would go in Martian families -

Son: Mom, one of the pets of the earthlings have again landed on our roof. Can I bring it in?
Mom: No! How many times have I told you? You'll learn when one of these bites you! These creatures are not safe, otherwise we would have got one for you.
Son: Aaaaah! You are always giving these excuses! I want a pet. I want a pet. (starts lashing his tentacles on the Martian floor)

Or,
Martian old guy: These earth guys are so snobbish I tell you. Just because they were lucky to have some intelligent men, they think their civilization is the best in the universe. Have they ever invited us to their Miss Universe parties? Our women are so much better than theirs.
Second Martian: Absolutely! Have you seen how they depict us in their popular culture? As if all we are interested in is invading their planet. I ask you, who sends their interfering space probes? Is it us or them? We might be less rich, but at least we have some sense of values.