If the government tried to keep this secret, they did a really piss poor job of it. Anyone spending any reasonable amount of time researching on the UFO phenomenon - admittedly a painful task as it tends to attract the worse kooks, I'm talking about somewhat legitimate authors and reports here - knows that there is something real happening there.

I doubt any explanation is as simple as "aliens from somewhere else" though, and I definitely don't think the "government" knows any more about what exactly it is that we do, but I also doubt it tries to keep it a secret deliberately.