Look I’ve been a scientist for 4 decades. I’ve never, ever, seen this mysterious evidence. I have seen hundreds of claims, but no supportable evidence. The problem is that people in the contemporary world think they are so much more intelligent than past generations. They are not.
Many of the claims are made by very credible people, including military and law enforcement personnel. There is physical evidence, mostly collateral damage upon "our stuff". There are military people who, upon their deathbed, reaffirmed the authenticity of the Roswell crash. Crash-retrieval is very carefully performed. Artifacts could easily be stored "deeply" out of public view.
Take this from a scientific stance, then. You have never actually seen an electron; however, the evidence that they exist and behave the way we think they do is downright overwhelming. There are many things we believe from science, but never actually seen first hand. A whole lot of evidence cannot be ignored just because something physical hasn't shown up on YOUR desk.
Look at this one, for example: Train vs UFO