No-one has said they do. Pilots,[i] reportedly,[/i] say they have seen objects they could not identify.
It's space-fiction fans who automatically assume "aliens" from some other planet because that is more exciting than any prosaic, Earth-bound explanation - or indeed the possibility of many supposed sightings being mis-identifications or totally false.
Very conveniently the reported sightings are then described as "secret" by their reporter, to stop anyone trying to ask deeper questions.