Exotic species might endanger the natural ecosystem of the place where they would be introduced by changing the food chain, or over multiplying, or anything similar.
Ladybugs are among the 450,000 species of beetles. They vary with size, color, number of spots, and color of the spots. Asian beetles, which are the ladybugs with no spots, are what you are probably seeing.
The spots and the color are used as a warning for predators, such as many poisonous frogs.