The government lying to us and manipulating the population with psychological warfare is a much more germane, plausible, and historically aligned proposition than the suggestion that aliens are visiting earth. In fact if you assume aliens are visiting earth, then you must also assume the government has been lying to us about it. So either way, the government is lying.
> It’s explicitly illegal
Lol. When has this ever stopped any government agency, ever? The FBI conducted over a million illegal searches last year. The NSA lied for decades about its dragnet surveillance program. You think the DIA information office (Lue Elizondo's "former" workplace) is against fabricating some conspiracy theories in an effort to corral the people most susceptible to them? They could even justify it as a defensive maneuver against hostile forces who would otherwise propagandize the same people ("distract them with Lue Anon so the Russians can't target them with Q Anon").