From what the commenter you're replying to said, it sounds like the guy was shown deeper evidence than just a joke. The tendency to assume that conspiracies don't ever happen is just as fallacious as the tendency to assume that they always do.

In the particular case, the coverup would not be challenging (only a handful of people would be aware that it's "fake"), there would be motive (convincing China, Russia, etc. that new aircraft we experiment with might actually be extraterrestrial + convincing them to chase ghosts + generally messing with them), and there would be means (the theory that previous-commenter just expressed, where agents selected from psych test results and shown fake classified information). Not to mention US Intelligence's recorded history of doing some very outlandish and "conspiratorial" things.

Of course, no theory in particular (conspiracy or "grounded") is going to be anything more than speculation given limited the level of evidence that's actually on the table.