Lots of stuff we can't explain but jumping immediately to "space aliens" is a bridge too far IMHO. What we do know about the possibility of interstellar space travel suggests it's not possible due to the long distances and being bounded by the laws of physics. True, it's possible we don't know ALL the laws of physics, but let's not jump to space aliens as our first back up.
Personal experience: I was flying a Cessna 150 at 8500 feet ca 1970. I saw a white object falling from the sky more or less in front of me but just off my right wing. Since I couldn't tell what it was, I don't know quite how far away it was or what size it was, but it appeared to come within a few hundred feet of my aircraft. It was clearly under the influence of terminal-velocity gravity. IOW, it was "falling" but not changing direction or speed. It most closely resembled a "snow ball" (and this was summer.) It would have needed to be several feet in diameter to be visible for as long as I was able to see it. The air was clear but turbulent. No, it wasn't blue.
I still have no idea what it was, but "space alien" never entered my mind. YMMV