I'm pretty sure anything that can maneuver at the speeds these things are purported to do would scare any government. If real, they would be from another government on Earth, or, possibly a phenomenon we can’t understand, maybe even extraterrestrial. Either case would alarm many people as it shows them how powerless they are. If a craft can fly past supersonic jets with no sound, and make 90 degree turns at such speeds, we have no power over them. With no power over them, we are no longer in control, and we are like dirt in comparison. Its humbling and we react by spending lots of money and time to figure out if they are a threat, and if they are real. Of course these things may be of our own creation, either of our own time, or perhaps our future selves?

It does get a little scary when you read "stories" of airline pilots seeing them, trained air force pilots watching them next to the jet with nothing on radar, astronauts seeing strange things and their voice on tape, and multiple people on the ground seeing the same thing at the same time. Of course, all they are , are, Unidentified Flying Objects, not necessarily aliens...
But what is also intriguing are the many stories of “encounters”; a fascinating subject to say the least! And of course the MANY sightings people post to sites like MUFON.
Also, I feel that in the US, we sometimes have portrayed UFO's and such things as negative, but are there cultures where it is more accepted, more positive?
A little off topic, but what was the US governments project called, the one that studied psychics and remote viewing? Can’t remember.