In the case of UFOs, even if there's something there (I tend to think that there is), it's difficult to come forward with the evidence. Images / video can be faked (especially now). Documents can be faked. And it's even easier to dismiss if it's anonymous.
Physical evidence, if it exists, is kept tightly locked up. The only thing that could move the needle is actual scientific knowledge, i.e. things that can be independently replicated / verified in the real world.