Keep it simple, keep it dumb or else you'll end up under Skynet's thumb.
-- Isaac Arthur
On the one hand, yes, cyborg or robot aliens might be scary. Think the Borg from the Star Trek franchise. On the other hand cyborg or robot aliens could be really awesome! Think the opposite of the Borg from the Star Trek franchise.
It could be inevitable that any aliens humans might encounter would be based on some sort of artificial intelligence. The radiation in space isn't favorable to biology and the time to travel might be longer than any biological organism's lifespan.
Studying a system of neurons that are silicon-based rather than carbon would be interesting. It would definitely advance many technologies on Earth. Learning to interface with an alien nervous system that resembles a neural network might be the hardest part.
I don't think the "paperclip maximizer" scenario is likely. Even if it was hopefully there would be signs of that before it reached Earth. I like the idea of reprogramming or tricking those kinds of nanobots into going to the core of the Sun since that has more metal than any other area of the solar system. Most likely I think the average alien probes would be passively recording and sending data back to where they came from.