Hank (David Harewood) and Supergirl (Melissa Benoist) determine the best way to keep M’gann safe is to bring her to the DEO.
That being said, not all of the aliens who come to National City are good guys.
The entire world is aware of the existence of aliens, to the point where laws are being set up by politicians to protect them.
Supergirl and the DEO have fought various alien species who had no regard for human (or extraterrestrial) life, or even some trying to take over the world.