My feeling is that these things are hiding in plain sight and deceive our sensory limitations. When we do see them, they're obscured, hard to see, and generally difficult to explain. They effectively come in and out of our visible reality and we happen to catch them from time to time.
I think a good analogy is a dog whistle. We can't hear it due to limitations from our own human physiology, but we know it exists at an ultrasonic frequency out of our auditory range (about 20 Hz to 20 KHz). Some animals can pick it up.
More directly, many sightings are only seen on FLIR or sensor data. You need special equipment to see/record. UAPx, which is a non-governmental, NPO research team in the US, announced they have captured about 3TB of footage that captures UAP evidence, and could possibly be able to release the data in 2022.
More here:
https://pronewsreport.com/2021/12/10...ap-phenomenon/