The easiest answer is that they are mistaken and misunderstood whatever they think is aliens.

Something secret that they had no need to know, so they have incomplete knowledge they are misinterpreting. It's a code word, or words, of a project they don't have need to know that sounds like aliens. It's a cover story for something else they have no need to know, like a captured foreign spy satellite, foreign aircraft, foreign spacecraft, secret government spacecraft or etc.