They probably will come to earth, after some detours
Let's first start off by narrowing our search window. We know heavy elements tend to concentrate in inner orbits, so we can exclude the gas giants(and Kuiper belt) on that alone.
So how do the rocky planets stack up?
From what we can tell¹, Earth far outweighs the rest of the solar system in terms of uranium/thorium concentrations, with an average of uranium 2.8 PPM (parts per million), while uranium ore deposits we currently extract have over 1000 PPM of uranium[]. Thorium is much more common, in the neighborhood of 56 parts per million. However, it's insoluble, so it doesn't concentrate as well.
Venus could have similar concentrations[S], but uhh... good luck getting it. Unless the aliens screw up massively and anger us humans, mining on earth will be much more efficient than on Venus. Y'know, pressure and acid rain.
The moon has a region that may reach 2.1 PPM, but it's only a small portion, and again, not exactly confident in these measurements. Barely worth it. Next.
Mars is estimated to have around 1 and 5 PPM of uranium and thorium, respectively, but we aren't exactly confident in this measurement.
Mercury doesn't seem to have much; the MESSENGER probe only detected around 100 parts per billion(.1 PPM). Thorium was slightly more common at around 200 parts billion, which is peanuts.
Lastly, the asteroid belt. It might be 8 PPB, or lower. We don't really know, and as JBH said, that's a shame. NASA should really be studying the composition of the asteroid belt harder.
So yes, Earth has the highest concentrations of fissile material-but is it the most efficient option?
- Again, Venus is right out the window. It's simply too hostile to be efficient.
- Mercury is a joke when it comes to contents
- The same applies to the asteroid belt
- Mars has decent concentrations, and lower gravity (1/3 G)
- The Moon is close to a large deposit(earth), and has much lower gravity (1/8 G)
So we have two major alternatives: Mars and the Moon
Mars would likely be a major operation. It has a decent enough concentration of uranium, and it's much easier to move into orbit than what's here on earth. There's also the added benefit of not having to spend a lot of resources dealing with humans(either destroying them, or trading with them).
Now, if their demand is great enough, Earth is the next target. It's got infrastructure already in place for the extraction and refinery of uranium, so that's a lot less in startup costs, and there's probably more of it here, too.
And the moon? That would be extracted on the way to Earth, as a forward operating base of sorts. Gravity is likely weak enough to make extraction profitable.