It's a well-understood phenomenon in sociology around group dynamics, and in political science. It's also well understood by autocrats and demagogues, who weaponize the fear of external threats to distract from their own corruption and tyranny.

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Yes, thanks. It makes sense. So which will it be? Aliens, climate change, Russia, or China :)

Probably China, actually.

Is it then that the natural state of our species is to distrust one another?

No. Our natural state is to trust in-groups and distrust out-groups.