I agree wholeheartedly!
First, they could be some earthly natural phenomenon - completely unknown, undiscovered - but earthly.
Second, they could be a 'projection' - sort of like a cat playing with a flashlight beam or a laser beam.
For my part, I have absolutely no idea what they are, other than 'unidentified'. However, unlike a huge number of people, I do not accept that they are extraterrestrial - until it is unambiguously proven as such. I am holding out for some natural explanation - perhaps not natural at the moment.
Also by mDNA studies, anatomically correct humans (US) have been around for 300,000 years. How many civilization could have risen and vanished in that time (most artifacts would be dust after 10,000 years)? How many could have achieved space flight and left Earth to avoid one of the many catastrophic events during that time period?