That's a burden of proof fallacy. Still, though... might be fun.
Simple. Red has had multiple medical examinations--- even one, just before they nearly executed him. If Red is not human these examinations would have proven it.
But I think the biggest reason why Red isn't an alien, is that an alien who is capable of space travel and living on other planets wouldn't need to hide from the KGB or law enforcement. He could just leave Earth, go to another planet, or heck just live on his ship.
The whole plot of the show would be pointless.
But what you're actually doing, is a burden of proof fallacy. You can't just make a claim, say "Well, you can't prove it's wrong, so it must be right." You are the one making the claim.. the burden is on you to provide evidence that proves it is right, or even possible.
Like with Rederina... to make a long story short:
There is actual evidence that Red is NOT Liz's father. Her father was the real Reddington. And he died in 1990. We know this because of two dna tests.. one in season 3 that proved the Reddington from the 1980s was Liz's father, and another in season 4 than proved the bones were those of the same Raymond Reddington.. thus proving Liz's father died in 1990, which is when Red said he died. And all of that was confirmed in Nachalo.
Red is Russian, like Katarina; he has close & personal relationships with Katarina's handler Ivan Stepanov and her childhood friend Ilya Koslov-- in fact, in an onscreen conversation Red and Ilya confirmed they grew up together--- like Katarina & Ilya grew up together. Dom, Katarina's father clearly trusts and relies on Red and yet is still furious at Red because of a choice Red made that caused him to LOSE Katarina, somehow--- this is consistent with the idea that Red is Katarina and Domis his father, who won't forgive him for transitioning to male.. Red loves Liz like a daughter; in fact, he admitted to Kirk that Liz is his daughter.. and yet, her father is dead.
Unless you have some proof that Liz is also an alien from the planet Nimrod and has more than two parents, I'd say there's only one person Red can be, if Liz is his daughter & he's not her father. How else could he possibly be Liz's parent, if he's NOT her mother?