I'd also assume this is just a psyop, though more in the more general propaganda sense. You want other countries to both overestimate and underestimate you.

If other countries think there's a serious possibility that the US has alien technology then they'll be extra cautious. I doubt anyone buys it, personally.

But propaganda operations definitely have unintended consequences, I'd personally guess that experiments on the population's willingness to believe the government is at most a side effect. After all, there's wacky stuff like flat earth or refusing to believe in irrational numbers that has no meaningful international relations impact.