A disturbing number of people think that the Moon only comes out at night, opposite of the Sun. Probably because cartoons and video games depict it that way, but it's still a real head scratcher how some people never notice the moon in the sky during the day, which it is for roughly half of each and every month.
This is evolutionarily sensible: we're a tribal species with a group-collective survival strategy, but few natural defenses: no fur, poor night vision. We're almost entirely dependent on tool-using to exist in the wild, it's our edge but it makes us very vulnerable.
UFO reports disproportionately occur at night, and also from relatively isolated people. It doesn't matter how smart you are, it's almost impossible to turn off those primitive senses which tell you "you're in danger, you need to be aware". Being afraid of something which is not there and avoiding it is a vastly preferable strategy if it also means you're afraid of something which is there.
For the quarter the cost of Twitter you could build a pretty sweet Earth monitoring station on the surface of the Moon. It makes zero sense that aliens with essentially magic space travel technology couldn't do the same and go completely undetected by people on Earth.
The scale and scope of "building a telescope" and "building an interstellar spacecraft" are not just comparable but directly related. I'd also assume such a civilization would have a good handle on diseases, at least have a strong understanding of them.
It turns out that the civilization on Earth that landed on the Moon also had a pretty decent understanding of disease. By the time of the Moon landing many diseases that wracked the world in the 1500s were well under control in the first world. Some were even eliminated.
Data needs to be considered for whether it's reliable or useful. Bad data is still data
Once scrutinized, these phenomena are almost always explained by humans misinterpreting their instruments (either machine readout, or their own eyes).
Honestly, you wouldn't believe how many people report _the moon_ as a UFO because it shows up in an odd place, gets distorted by unique atmospheric conditions, and can appear in different shapes and sizes (moon phase and proximity to Earth).
These people aren't idiots. Their brains evolved to recognize patterns as a survival mechanism. Arguably their pattern recognition is stronger than everybody else's. But when you factor in lack of familiarity with the scientific method, or inclination towards spirituality, or a simple willingness to believe in extraterrestrial life, it's not uncommon to hear stories about ghosts, angels, and aliens.
These stories do not stand up to inquiry. They have been tested time and time again and always fall apart under scrutiny. The reason that Bigfoot photos are always blurry isn't because he's camera shy - it's because when the photos are not blurry, we can clearly see it's not Bigfoot.
NB: I have no problem with believing in alien life in terms of say the Drake equation (statistically, it's probable!). I just find it highly unlikely of such a visitor reaching Earth.