But the evidence seems kind of sketchy. In their simulations, a rogue was only captured by the Sun 40% of the time. Thats' better than 4%, but still not great. (Or is that actually a really good result? I don't know.)
I wonder how long it would be before we could reasonably send a probe to explore a potential rogue. New Horizons managed a fly-by; how plausible would entering orbit around something that far away be with a reasonable time to get there?