There are numerous theories for interstellar travel involving use of other dimensions.
The various string theories require extra dimensions we cannot sense above the “normal” four, with the most popular right now positing 11.
It is not utterly unreasonable to assume an advanced civilization could exit normal space in their star system and re-enter it in ours, without passing through the intervening normal space, in much shorter time or possibly even instantaneously.
Do we have a clue how to do this or even if it’s possible? Nope. But we also cannot say it is impossible.
I believe Einstein theorized about whether space and time can bend - which was evidently proven in 2007 by a satellite called Gravity Probe B launched by NASA. Maybe the UFO pilots have figured out how to do the bending and make traveling those distances possible.