Think about it, admitting aliens exist and are visiting us means:
1) They likely know how to travel across entire galaxies in their life-times (likely hours/days)
2) They have invisibility technology: UFOs are often reported to appear out of thin air and disappear back into thin air.
3) Their propulsion technologies completely baffle us. Tens of thousands of UFO witnesses (including many hundreds confirmed on radar) have reported to have travelled thousands of miles per second, to then stop on a dime or do 90 degree turns and carry on as if gravity could be ignored.
4) If even a single abduction story is real, they have the ability to paralyze any human being and teleport them through walls and ceilings. They also have the ability to find any single human anywhere on Earth as many self-confessed abductees have reported they tried to move across the country, yet the aliens always found them and just continued abducting them. It also begs to question their agenda and morality - WTF are they doing with humans they abduct?
5) If any of the military UFO stories are real, they can out maneuver every single fighter jet humanity has ever created - exactly zero UFOs have been shot down by military planes, despite hundreds of chases having been documented by pilots and radar operators. Roswell UFO crash is rumored to have been taken down by experimental military radar tests, not intentional military weapons.
6) Consider for a moment aliens are real and they are thousands of years more technologically advanced than us. What can we do about it? Nothing - we can do exactly nothing. Our "powerful" government leaders and best militaries would be exactly powerless to do anything. It would be full-on wide-spread global panic.
My personal theory is that given how vast the Universe is, it is entirely possible that some (millions?) planets were formed before Earth and at least many dozens/hundreds/thousands (?) evolved life to the point of human intelligence or greater, THOUSANDS of years before humans ever walked our Earth. This would translate to there being X number of alien civilizations out there far more advanced than humans technologically and more than likely biologically advanced (think brain power x 100+).
Consider how we've gone from horse and carriage to putting a man on the moon and creating space crafts that can travel 20,000 km/hour (in space) in a mere 300 years. Now imagine the capabilities (if you can) of what an alien species only 10,000 years more advanced than us might have. What about 100,000 years? 1 Million ? Their technology would be like magic to us - completely unimaginable ... you know like travelling across entire galaxies in mere hours, teleporting through walls, having invisible craft, shooting paralyzing beams, erasing memories of (some) human abductees etc.
Why is it so hard to imagine and believe that other intelligent civilizations on other planets exist and that they might be thousands if not millions of years ahead of us?