This is my conclusion as well. I grew up in a very religious household and so all of my sleep paralysis episodes revolved around some sort of demon entering my space and attempting to do something to me. Sleep paralysis is connected with lucid dreaming and so the dreams are incredibly lifelike. I could see someone dreaming about being abducted.

Once I moved out of the house, became a bit more secular, and did some research online about sleep paralysis, any rare episodes I had I knew weren't demons or anything of the sort.