I would expect about the same in quantity and quality for a major UFO sighting.
The giant squid is rare but not unsubstantiated. https://www.youtube.com/watch?v=eBRZuafewzI
If there are aliens, even if they can easily elude us, it seems likely that there would still be traces of them had they visited. Some sort of technological foot prints, whether they be emissions from ships or communications, or actual pieces of technology that have been left behind or broken off. Something, somewhere, you'd think.
And for the record, we have more video and imagery of these unexplained phenomenon then we do of the giant squid. They, for whatever reason, just dont leave bodies floating up on the beaches.
Hell we have whole tribes we've only just discovered. If something doesnt want to be found, its not impossible for it to stay hidden.
A sentient species capable of interstellar travel would almost certainly be able to avoid detection by humanity if they wanted to, I will agree.
Well, we've got documented reports going back continuously to the ancient Greeks of giant squid, and photographic evidence going back almost as far as common photography. So, its not so more that we needed "vehicles capable of exploring where they are found" to substantiate them as we needed photography, etc., for people other than those who directly encountered them to be able to clearly distinguish the real reports of giant squid from all the rumors of fantastic beasts that lack such evidence.
The only thing that is actually doubted is nonsense like the existence of squid the size of ships, big enough to take on Naval vessels. Much like the round nature of the Earth was never in question, just the idea that it was small enough to make sailing right around it a sensible thing to do.