I've never seen one of these Unidentified Flying Objects. Too bad for me.
But if these are real, I doubt they come from a
distant planet. These things have been mentioned in ancient texts, drawn in paintings, I think even found on hieroglyphs. They've been here throughout Earth's history. It's not likely an advanced civilization would be casually observing us for thousands of years.
More likely, they are from Earth, and are phenomena we can't observe yet because our technology hasn't caught up to a level where we can detect these things at will. (Kind of like ghosts.)
Or if they really are from outer space, they are from a system so close to ours that flying by is just a stop on the way somewhere else.