In truth after questioning it the first couple of times i saw the episode, eventually i just took it as something mean to be unanswered. I find that episode to be one of those one off, self-contained, episodes. And while it is refered to once more, it never has any bearing in the story arc of that season (or any other). So enjoy the episode for what it is, and believe what you want to believe. (I think the aliens took him!)
"strange things happen all the time, and so it goes and so it goes. and the book says, 'we may be through with the past, but the past is not through with us'" - MAGNOLIA
