And a strong gravitational field only slows time locally. A craft would have to take the neutron star with them, to benefit, and then have all the engineering problems of accelerating such a large mass.
Which, just like wormholes, has energy problems with a practical solution.
Which we already use to propel probes to other planets, and which also does not get over the fact that the speed limit for an object with mass is 'c'.
Why must we? You are making a circular argument here, I fear. You assert they are visiting with scant evidence, then postulate they are using loopholes in relativity, to justify the visitation.
And you haven't dealt with how they pick a region of space to explore. We've only been broadcasting radio signals for about 120 years, so those early, faint radio signals can only have alerted life within 120 light years to our existence. Conversely, we haven't picked up any of their radio signals through SETI at all. Given we've made good use of radio for over a century, and don't seem to be giving up any time soon, it's fair to assume any other civilisation used radio communications for some time also,... so why don't we hear them?
Well you could mix the two up, you could leave one end of a wormhole next to a whopping gravitional distortion, leave it their for a year, jump into the other end, come out the distorted end a year before in history.
Theoretically, of course.
As for the energy problem, this has been discussed and as I mentioned this is only a problem for superluminal speeds, which seems quite an impractical speed anyway. Anyway, I don't see why one cannot say that an alien race would use relativistic loopholes to get to distant places... why would this seem like a strange concept to you, it seems very straightforward and logical to me.
As for how they pick their regions, no doubt they use the same kind of idea we use: in effect, basically looking for planets in habitable zones. Their method could be fantastically advanced. As Michio Kaku says, you get type 1, type 2 and type 3 civilizations. We are a type 1. Type 2 is even quite more advanced than type 1, but type 3 can travel the vastness of the cosmos, maybe even manipulate the universe on large scale sizes.