In the absence of other information, they could well be demons.
However, things that defy the laws of physics are defying those laws in THREE dimensions.
Introduce another dimension and they could easily be following those physical laws.
I think they are, in fact, extraterrestrial aliens that have mastered four (or more) dimensions.
That is a perfect description of angels. The reason I qualified it as the angelic subset "demons" is that the behaviors reported do not comport with God's revealed will and are typical of resistance to it, which is what demons do.
The problem with your theory is lack of evidence; indeed, astrobiology is often scorned as "the only scientific endeavor which is completely devoid of data".
By contrast, we have an enormous abundance of evidence for angels (and for theophanies). So, the probabilities argue strongly for an angelic, hence demonic, explanation.