Depending on the aliens' way of communication, they might prioritize unusual elements of the message, instead of visuals or sounds (for example, the texture of the metals of the probe, if they're tactile-sensitive. Or maybe they communicate through EM fields and can only perceive the random electrical pulses the probe emits). Imagine they communicated through a highly complex pheromone system, or through color changes in their bodies, or certain energy emissions, or some sort of telepathy. They probably wouldn't have sensory organs capable of appreciating the things we can perceive (imagine they didn't have sensory organs to see or hear). The sky's the limit. Don't make it easy for them. You can play around with the limitations of a species. This is ripe for conflict, which is the nucleus of any story.
You have probably gone over this in your own research and theorizing, but I will give my two cents anyway because I love these sort of things: To have fun with this the right way, I'd think about the aliens' evolutionary pathways (if their organic evolution works similarly to Earth's, that is). Any organism is a product of its environment. In a planet with a very light atmosphere, for example, where sound waves aren't carried efficiently, they might not have developed sensory organs to hear. Or maybe they have a hyper dense atmosphere (or are aquatic creatures) where sound carries and is amplified naturally, enough to be annoying/threatening (maybe us sending them a song could be interpreted as an act of war
). And this is only from a physical standpoint, and assuming their sensory thresholds are similar to ours (imagine they had sight, but could also see the invisible spectrum or have X-rays like Superman, or extra-sensitive hearing organs that could detect a pin drop from a mile away, or tactile organs capable of perceiving the rumbling of their planetary core beneath their feet. Flip this and imagine low-sensitivity tactile organs that can only detect pressures above a ton/per cm2 if they have really tough hides or are much larger than we are or their gravity is more intense). If you also add very different cultural differences derived from their biology, environment, economy, history, etc then you can really make this very complex. Just like in the movie Arrival, their very thought process could be incompatible with ours, as could their perception of time or space or logic.
With all this said, one must also take into account the generally "accepted requirements" to be a technologically-savvy species (like being a versatile predator type in a scarcity situation where evolving is a must to survive, or like how certain senses are usually more useful than others depending on environment and the task at hand). For example, having a long-range detection sense like sight or hearing is a must to avoid danger, scout ahead, communicate with one another if they have organs capable of emitting sound or color, etc, and these aren't the only long-range senses out there, assuming their evolutionary process is similar to ours, starting with predator-prey situations or the perceived importance of passing on "good" information to offspring (genetic-like or otherwise, depending on reproductive creativity, etc). For manual handling and modifying the physical world around them, agile appendages with a tactile sense could be indispensable, but maybe they emphasize heat transfers rather than pressure, or only detect vibrations (or maybe they don't need any of that because they can effect change around them through non-contact means like TK or highly localized changes in atmospheric density!!). The possibilities are endless.
It's a nice idea you've got on your hands, and one that I've played with in the past, as you can see from all my ramblings. It's interesting to picture an entire advanced alien civilization trying to decipher us just saying "hello". It can become a very complex issue. Keep in mind that we, as "advanced humans" (jury's still out on that one), still have not deciphered some primitive and not so primitive messages/codes/languages done by other humans that used the same senses we use now, with more or less the same brains. Now imagine a silicon-based blind life form having evolved in the depths of a cold, thick slime sea where soundwaves are detected through tactile organs and seasonal-cyclic chemical concentration variations in the environment modulate their thought processes. Imagine they feed on heat from seafloor vents (with a corresponding economy based on heat-transfer modules and where direct contact between each other is seen as a criminal offense/immoral act because you'd be "stealing" another creature's highly valued heat), where Earth metals are highly toxic to them, and where they communicate with one another through Morse-like electrical pulses. And their thoughts are formulated through pressure variations inside their own external brains to boot. You've got all that? Now picture them receiving the remains of our half-working probe, which has maybe almost melted its circuits in their highly corrosive slime sea, just to be silly and add another layer of difficulty. Watch them go, making assumptions, theorizing, poking the probe. Or maybe they'll have a hard time even noticing the probe because each creature can span miles in size and their sense thresholds are very high. Who knows?
Anyway, back to you. My main suggestion is: don't spoonfeed the aliens. Conflict is everything in a story. I'd venture that them investigating the message (with their alien political, economical, cultural, militaristic, or philosophical implications) could potentially be way more interesting than them travelling to Earth and meeting humans. Make it hard for them to even understand the very nature of a human recorded message (maybe they record messages in crystallized chemical lumps that they must ingest and spit out to "read". Maybe they have no actual notion of "writing" or separate physical symbols because they "read" everything at once, like in Arrival). Gosh I could go on and on, but you get the gist of it. Good luck!