A physical need for torture
Your aliens have some sort of compulsion to torture sentient lifeforms. They don't get happiness out of torturing animals, just beings over a certain intelligence level.
Your aliens evolved this behavior early in their history as a means of survival. Just like with homo sapiens' evolution, there were other hominid peoples living along with them. The difference is that these hominids stayed around near the beginning of agriculture (some say agriculture was the worst mistake in human history, but I am assuming a similar development as humans). There was so much competition for land to grow crops on in order to feed civilizations that suddenly it was beneficial for their species to kill members of the other species.
Civilizations that killed off other nearby communities were more likely to survive because they could grow more food with the extra land. To avoid full-on wars with other civilizations, though, people from other communities had to be captured under the cover of night and their bodies disposed somewhere inconspicuous. This became a love of torture that the species still manifests to this day.
No one left to torture
The other groups of hominids remained resilient as small farming communities spread out and became worldwide cities. However, their numbers had started to dwindle into medieval times. Seeing this, government leaders preserved large numbers of these people and hid them away from the public, releasing a couple for the public to hunt down and torture every year or so. The method had a problem- it only served to intensify their craving for torture.
By the 21st century, the hominids had all been killed off and there was no one left to torture. The public's demand for torture was only increasing. Anarchy started to ensue, and people tortured each other in the streets. Civilization almost collapsed.
With the invention of VR, the species was able to appease its appetite with virtual torture. It wasn't as good as the real thing, but the civilization managed to hold on.
The aliens try to curb their desire for torture, but it is hard coded into their equivalent of DNA. Members of the species who modify their genes to eliminate the desire report feeling empty and without a purpose. Nothing else satisfies their desire for torture.
New hope for torture
Fast forward 1000 years give or take. These aliens are now inventing all kinds of new stuff, including FTL travel. Earth is subsequently discovered. The planet is surveyed, and is found to be full of intelligent humans who can fully experience pain. The perfect subjects! The entire alien homeworld blasts off and sets up a colony near Earth.
Knowing what happened last time, the alien leaders again hold off on mass torture. Alien abductions become the norm, and the victims are never seen again.
Out of nowhere, a catastrophe strikes the planet. A meteor destroys the planet and less than 1% of the population is saved by the aliens. They rebuild the earth to be inhabitable using their advanced bio-engineering tech. There they create the Tayan, a monstrous species whose only purpose is torture. The aliens watch over the humans, but ruthlessly torture and kill them at the end of their lifespans. Realizing they might accidentally kill off humanity again, the aliens disappear into the shadows, but connect to their creations- the Tayan. Through the Tayan they can experience the ultimate pleasure of digesting their victims quickly or watching them suffer for years before death.