Ok, I found it after some cogitation and remembering that it might have appeared in "Geodesic Dreams", an collection of stories actually written by Gardner Dozois. ISFDB reveals that this particular anthology came out in 1992 (something is wrong with my subjective time assessment). The cover was different than the one given at ISFDB:

Here is a review of anthology.
The story in question is "Chains of the Sea" (1973-09, ISFDB) and there is more complexity to it than I remembered.
The above-linked review says:
One of the longer stories in the collection, ‘Chains of the Sea’,
from 1971, is one of the top stories. Silverberg singles out the
high standard of the writing in the story, rightly enough. Two
narratives intertwine, that of the aliens who land and the
reactions to governments, humans, and the human-controlled (!) AI,
and that of a young boy who has a ‘gift’ for seeing more around
him than others. The tale of young Tommy is particularly well told,
giving this reader concern for just how close the writer was to
such events in his own childhood! The pacing of the story is
excellent and the stories end together, neatly and elegantly and
with no more information than is needed.
A search quickly brought up this review by Adam Kehoe with the intriguing title:
"Chains of the Sea": The 1973 Science Fiction Novella Influencing TTSA: Former head of the DOD's AATIP program shared a surprising reference to an obscure 1973 science fiction novel.
AATIP being the Advanced Aerospace Threat Identification Program, this story apparently is in the interest zone of UFOlogists.
I will just cite from Adam Kehoe's review:
It is a sort of double first contact story that centers around the
arrival of alien ships, as well as a parallel but hidden
intelligence on earth. Unlike most contact stories, there are at
least four groups of sentient beings:
- Humans.
- A complex ecosystem of "Other People," who exist mostly in
parallel with humans. A very small number of humans are able to
communicate with the "Other People."
- Artificial intelligence systems of varying degrees of
complexity and autonomy.
- Aliens who have more in common with the "Other People"
and AI than they do human beings.
In brief, the plot focuses on a series of interactions with both
aliens and "Other People" that decentralizes the agency and
importance of human beings. As the alien objects land, humans
quickly go through phases of reflexive secrecy, bewilderment, and
eventually violence. As these events unfold, a dispassionate
network of AI systems remain several steps ahead of their human
counterparts.
In the end:
"What’d you want?" Tommy finally said.
"We’ve come to say goodbye," the Thant replied. "It is almost
time for you all to be made not. The" — flick — "first phase of
the Project was started this morning and the second phase began
a little while ago. It should not take too long, Man, not more
than a few days."
"Will it hurt?" Tommy asked.
"We do not think so, Man. We are" — and it flicked through his
mind until it found a place where Mr. Brogan, the science
teacher, was saying "entropy" to a colleague in the hall as
Tommy walked by — "increasing entropy. That’s what makes
everything fall apart, what" — flick — "makes an ice cube melt,
what" — flick — "makes a cold glass get warm after a while. We
are increasing entropy. Both our" — flick — "races live
here, but yours uses this, the physical, more than ours. So
we will not have to increase entropy much" — flick — "just a
little, for a little while. You are more" — flick — "vulnerable
to it than we are. It will not be long, Man."
This explanation is scientifically inaccurate, as "entropy" is just a measure (not something that you can apply) of the size of your current "uniform-enough" region of phase space, as described by Roger Penrose in "The Road to Reality" on p. 691:

... but be that as it may.
Now I have to read it again.