>Fravor reported that he saw an object, white and oval, hovering above an ocean disturbance. He estimated that the object was about 40 feet (12 m) long.[7][4] Fravor and another pilot, Alex Dietrich, said in an interview that a total of four people (two pilots and two weapons systems officers in the back seats of the two airplanes) witnessed the object for about 5 minutes.[8] Fravor says that as he spiraled down to get closer to the object, the object ascended, mirroring the trajectory of his airplane, until the object disappeared.
https://en.wikipedia.org/wiki/Pentagon_UFO_videos#Background
Adding a video which is a textbook demonstration of gimbal+heat tracking behavior does not lend weight to their testimony.
EDIT: The testimony you quoted isn't even associated with "Gimbal", it's associated with the decade-earlier "FLIR" video.
So from my understanding, it was picked up by at least one type of sensor.
There is still a probability, there was an artifact on the radar, AND the crew then decided to make up a story, but, Alex Dietrich, the second pilot had just started a few weeks earlier, and it was her first real world mission. I don't think that typical people tries to do a prank on one of their first assignments, on the spot, more so with colleagues they don't know very well.
But it is still possible I guess, even if I have hard time what could be the motivation of everyone involved.