Just a few weeks ago New Horizons was doing a flyby of kuiper belt object Ultima Thule. Before the flyby, this object was merely a couple of pixels in any of our instruments.
In fact, it exhibited odd light curves that seemed very unlikely for a regular asteroid. This also prompted comparisons to Rama, just like Oumuamua did. Its straight out of the book.
So up until the first pictures were downloaded, we definitely did not have enough data to disprove an alien artifact hypothesis. Turned out to be just another asteroid (a pretty interesting one, but no green men)
Ultima Thule was a studied object, targeted by an serious AF NASA interplanetary mission, and we knew jack shit about it. There are millions of other kuiper belt objects out there and we know absolutely nothing about them.
So yeah, Oumuamua is pretty much part for the course in that regard.