Showdown with Rance McGrew - S3-E20
Factual error: Throughout this episode, the TV western supposedly being filmed lacks several essential elements. There are no clapboards to mark the scenes; the modern-day car is constantly in shot through the swinging doors; and the set is located inside the "real" saloon when it should be on a sound stage.
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.