But according to Fravor's report, the 2 planes were sent there by their ship because the radar at picked up something. So it means that if it is made up, it involves the 2 pilots and their 2 weapons specialist, plus an undetermined number of radar operators, and their chain of command in the USS Princeton who dispatched them.
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.