Wasn't an alien

Of course its meant to seem duplicitous but what seals the deal for me is the departure. If Prot was using Roberts body as a vessel to survive on Earth than it only makes sense that whoever he took back would also need a vessel to travel through space, and live on K-PAX. Except the girl who supposedly went with him was nowhere to be found. The note she wrote him was on her bed, so he came to see her, and I suspect showed her how he escaped the first time, and maybe told her where his old house was at. The sheriff said no'one goes out there anymore, so it would be a good place for her to go, and would explain why no'ones found her. When Jeff Bridges character tells Robert/Prot that no'ones found her Prot smirks. There's always things that can't be explained without all the details, and the director was careful enough with the details to leave it open for interpretation, but I dont think the dissapearance of the girls body can't be attributed to her being beamed up to K-PAX, as she wouldn't be able to travel through space, and at those speeds with a human body.