The alien goal is abduction of humans, right? Or, at least, that's one of the many things they're doing, right?
Ignore the oil aspect, Oil Rigs are perfect targets for the Aliens because they're isolated and undefended collections of humans, generally of a healthy, working age. Prime specimens in the parlance of my trade (Biologist). You can, ideally, capture them either without being detected or before any kind of response shows up, which means that you're likely to get as many live ones as you can to dissect and prod to your leisure.
That's the real value of an Oil Rig to an Alien (Although, the assumption that they would know what Fossil Fuels are is not entirely true, as it relies on some pretty specific aspects of the Earth Environment that we have them. What if they're from a world without oceans, for example? Or with rocks that don't lend themselves to the preservation of dead material?)