And who's to say there isn't a colony of giant purple rhinoceri growing moon-daisies in a big dark crater somewhere who have been observing us since the dawn of time so that one day they might spread their cheerful flowers to the sad inhabitants of planet Earth? I mean, we don't really know, right?
A species that's advanced enough to travel to an uninhabitable chuck of rock orbiting a perfectly habitable planet that somehow "evolved" to shrink all cases of physical and mental individuality doesn't make sense because they probably wouldn't be that evolved at all. In fact, eliminating physical/mental individuality would more probably kill them off before they could even get off the ground in an airplane, much less a rocket of some sort, especially with the inevitable emergence of disease. Without physical individuality especially, any kind of deadly disease would wipe the whole population out pretty damn fast.
They certainly couldn't have originated on the moon, given that not only does the moon lack any kind of atmosphere or electromagnetic field to break down incoming projectiles, leaving it prone to violent collisions for a very long time, but it is younger than the earth and any kind of life likely to be found on it would either need to be able to endure temperature extremes that are impossible for humans to survive in or would need to be found somewhere in the more habitable zones that we've pretty much already mapped out. Any emergent creatures would need time to evolve from basic bacteria and the moon simply not been around long enough, stable long enough, nor is it habitable enough to support any form of advanced life that would have the capacity to "monitor humans", much less be able to form one self-aware thought.
As far as small populations go, there is a certain amount you need to successfully propagate your species, even through disease and famine, as well as producing successful offspring, especially with minimal inbreeding to reduce mutations and defects, which will also drag your population down if it becomes too severe/widespread.