That's an interesting thought, Tanglebones, which feeds into to all kinds of phenomena (not just UAPs but Bigfoot, Nessie, Ghosts etc) that seem to somehow 'tease' the observer, staying intangible and unprovable, almost as if being in doubt is part of what gives them whatever level of existence they have.
One thing I really enjoy about this Forum is hearing 'theories' like that discussed, especially when contributors are open to giving them a fair hearing. We can all take a stance in polarised black & white terms (Black says "It's aliens", White says "No, it's just humans"). If you'll excuse the pun, I prefer the "Greys".