I understand your reasoning as it applies to UFO's, but this same reasoning could also be applied to any other objects that we can see in the sky including stars, planets, airplanes, birds, balloons, etc. Most people who look up and see something in the sky, whatever that something may be, would assume that what they see is actually there, whether it be an airplane or a bird or a UFO. But for whatever reason, some people who would look up and see an airplane and accept the fact that they see an airplane, upon seeing a UFO, would not accept the fact that they see a UFO. I think that what it comes down to is that those people who believe in UFO's accept the fact that they may exist, and those people who don't believe in UFO's won't accept the fact that they may exist, despite any "evidence" to the contrary.