They want to know what's going on as much as we do - the clearest part of the explanation is that they're aliens, they were monitoring our world, they're not supposed to be 'down here' - exact words - and while they can tell which among us has a Number they cannot explain how they know.
We - not the aliens, just those who have Numbers - have found a where, but not a what: there is something underground at the mouth of Moss River.
More compact TL;DR!
We - not the aliens, just those who have Numbers - have found a where, but not a what: there is something underground at the mouth of Moss River.