There's no evidence of a "spaceport" (for lack of a better term) anywhere inside the LA colony walls. The one time we see something that was probably a transit offworld, it was happening far off on the horizon, outside the walls. Given some of the remarks made by even the highest-level human dignitaries in the occupation government, the aliens appear to have gone to some pretty extreme lengths to ensure (almost) no humans interact with them directly.
Also, while it's true that the resistance doesn't have any anti-air weaponry capable of harming even "human aircraft," it's also true that if an alien vessel were to land inside the colony, they wouldn't need such things. All they'd need is enough conventional weapons and manpower to assault the vessel after it landed. It's unlikely an alien vessel could descend to the surface inside the colony walls without people noticing it. Even a human aircraft would probably draw unwanted attention given the current state of affairs presented in the show.
I expect the aliens keep their landing/launching zones outside the human occupied colonies specifically to prevent any kind of insurgency shenanigans (attacks, stow-aways, etc.) However, if the only place to come down to the surface is outside the colony walls, and an alien VIP wants to meet with one of the (human) leaders of their appointed occupation government, then they need to travel from the landing zone to the meeting area somehow.
Apparently, they chose to use the subway system. In theory this is relatively secure - it's an enclosed transport system with limited access points that can be guarded, and its use by the general public has long been discontinued. If the idea was to keep this meeting a secret, this is a good way to balance security and discretion.
Obviously, as we see the episode, it's not exactly foolproof. But given that neither the aliens nor the occupation government are omniscient, it's a reasonably believable strategy, on paper.