At the very least, there is scientific value in gathering composition data about interstellar objects happening to fall down onto our planet.
Even Loeb acknowledges that alien technological origins would be a long shot - it's probably more about raising awareness and making some headlines.
The fact is we don't see any alien activity in our galaxy as far as we can discern. If a random piece of interstellar material turned out to be of alien origin, a couple of interesting things would follow from that: either the creators are long dead (in which case: why can't we see their structures out there?) or they have somehow learned how to overcome thermodynamics.
Again the null hypothesis here is that we're just a very, very early civilization. Possibly the first one to arise in our galaxy. Let's assume that we're it and act accordingly.