Do Photons exist?
Or are they something like sound? An imaginary particle that expresses the effect matter has on our perception organs?
It would be much neater if they did not exist. What are particles with zero mass? Or take this affirmation by Graham -Smith et al in "Optics and Photonics", 2007: "Unlike electrons, photons are not conserved and can be created or destroyed in encounters with material particles" (p.3). That is certainly mysterious, isn't it?
Also, do we really need photons? After all, we already have EM waves and electrons, and what-not. We are trying to explain a sensation, light, by a specific particle. Just like we did with sound. But why couldn't this sensation be created by other phenomena which machines we build to measure light for us actually react to? Do these devices really react to light? How could they? They have no sensations. 
Still, we are certainly entitled to say that when a light meter shows a certain number, we see a certain color.
Psychologists very often try to emulate the methods of Physics, but apparently the emulation goes both ways. Physics has still not emancipated itself from Psychology. The problem is that it does not know it.
Maybe we do not need to assume the existence of Aliens to imagine a new Physics. Maybe all we need is, gradually, and where necessary, rid Physics of its anthropomorphic assumptions. Starting with light might be a very good idea. But far from easy.
I can at most present examples of cases where the interference of psychology with physical processes is very flagrant. But I am afraid that it is really up to the physicists themselves to incorporate the new approach, if it turns out to be viable, in their methods and theories.
I will therefore certainly come back to the subject of light.