Visible crew/equipment: When Sykes opens the Sheriff's office door to leave, the "sky" outside has a very large equipment shadow on it, hanging over the building across the street. (00:05:10)
Revealing mistake: The sky behind the hanging scene at the end has several prominent wrinkles in it, betraying the fact that it's not a sky, but a cloth backdrop. In some shots, you can also see shadows on the cloth. (00:19:00)
Answer: It's explained in the episode. The aliens are experimenting to see how humans react to various scenarios. This just happens to involve them using super strength.
Thanks. It's been a long time since I saw the episode so I forgot.