Obviously, the aliens can cheat.
Another solution is that the population is very small, or gets very small during the mating dance (aliens die during the dance and thus get removed from the line). It also makes sense to assume that the aliens are hermaphrodites.
The line also does not need to be straight, which can reduce the travel time from one position to another.
Edit: this assumes that "aliens" mean the inhabitants of the planet in question, not aliens from the inhabitants' point of view (that would be you, and the orgy would start when the shortest visiting cosmonaut arrived at the first position - not necessarily participating in the orgy).