What we can say statistically is that, if there was no intention behind this object's trajectory, then it is more likely to have come from a nearby system. We can even say how much more likely.

In fact, an argument that it's more likely to have come from somewhere nearby holds even if it was sent by design. Conscious beings are more likely to want to explore the stuff they can reach sooner, and they are more likely to succeed at reaching nearby things. But without knowing their engineering constraints and their preferences, we can't quantify that like we can the random ejection scenario.