It’s not that mysterious and, no, it wasn’t aliens. Just because a couple of white guys with degrees in paranormal studies from Wilbur Weed University on a cable channel can’t understand how it was done doesn’t mean that brown people who lived a long time ago were too dumb to do it and required extraterrestrial help. It turns out that both brown people and people who lived thousands of years ago have brains exactly like modern white guy brains and could figure stuff out.
One reason as I understand it for all these vast structures in Egypt is that for half the year all the farmland is completely flooded by the Nile, so pretty much the entire population has nothing much else to do, giving the Pharoahs a huge pool of otherwise unoccupied labour. They were, in sense, basically massive job creation programmes.