Have you ever been unable to find your keys? Did you consider it reasonable to explore the possibility that you might have small elves living in your walls who stole them? Why not?

The observed phenomenon is literally being referred to as "possibly aliens or magic". Obviously something was observed, and obviously you can (and people certainly do) analyze them to come to a rational conclusions. But to even mention the possibility of aliens or magic as within the realm of possibilities to be considered is an extraordinary claim.