Hello Sheep
I fixed your .capx. The reason it was doing that was because you had your alien, player, base, and enemy bullet set to destroy instead of invisible. I also had to set them to visible on start of layout so they would show when the game is restarted. I had to do a few more things to your game to get it to all work correctly but it took me so long to fix I forgot what I all did. Just compare your .capx form Kyatric to mine to see what I all changed.
O'ya If you loos the game it will display all that stuff I fixed but if you kill all the enemies it will just automatically reset your score, and start from the beginning again. I didn't know if that is what you wanted or not so I left that part up to you. You could make it so that it keeps your last score, and gets harder every time you kill all the enemies, or you could just have it display the game over stuff after the first time.
Anyway here is your .capx:
.capx