The Mind of Man

[Baker]

But, I mean it could be anything still, anything from a strange new kind of mirage we don't know about to the government testing some kind of new tech that makes people think there's a giant ship in the sky in order to distract enemies to even some kind of alien visitor.

If intelligent life is fairly common in the galaxy and it is fairly old then it is rather advanced on average and has had time to explore, so our planet is being visited by alien life all of the time. That's just math.

It's kind of like how if there were anything interesting on the moon, we'd go there all the time. But since there isn't, we don't.