That's the problem, we can accept that we don't know everything yet about the universe, but what we do know has been tested to be true.
Take distance alone - it takes four days to go to the Moon, six months to go to Mars, and four years of travel at the speed of light, which is assumed impossible, to reach the nearest star, which doesn't authomatically mean that near that star there's a planet that can harbor intelligent life.
These distances exist and work for other space civilitazions as well. Imagine if there were some life on the Moon - all they would have witnessed is six strange objects coming near them over a short period of time, and then nothing more (because we discovered what we wanted to know about the Moon). What the hell are dozens and dozens and dozens of explorators doing over more than half a century, with different kinds of aircrafts, over such a large period of time? where do they come from?
So far all we know tells us how damn big the universe is, and how seemingly impossible those distances are. To account for the presence of alien lifeforms on here so far all we can do is assume: "Eh, they must have found a way to travel through dimensions, wormholes, near the speed of light", all stuff that belongs to sci-fi right now.
That's the hardest thing probably: to assume that these visitors are from outer space, you'd have to accept the fact that they managed to travel here. How? so far all the explanations lie in sci-fi, because right now is science fiction taking "just" four years to travel to the nearest star. I know you can't apply human logic to alien life, but would we spend four years (right now it's impossible) to go to the nearest star system, and spend decades just observing a planet? would we spend four years in such small aircrafts, as big as a random fighting jet of ours?
I want to keep an open mind but right now, with what we know about the universe, the Wakanda theory is good as well. There are unidentified flying objects, the USA realize it's not their own, the URSS collapsed, China most likely doesn't have those.... might as well be Wakanda hidden away from the world.