Human nature feels secure with explanations.
From the time mankind has evolved into a thinking questioning species, it has looked for reasons to explain the world, because lack of explanations are uncomfortable.
I have said many times that I believe that this foundation of religion - a need to ascribe the confusion of the world to a high power, be that the sun, a tree, God, whatever takes the individual fancy.
And the same applies for the unexplainable in terms of witnessed phenomena - UFO's, ghosts and similar.
As Naomi points out, unexplainable things do happen, and the reaction is the same as always, because it is built into the human psyche - find an explanation.
It is perfectly possible that alien species exist, and have visited us, and even move among us.
The popular response is the 'UFO' which for some reason, only seems to manifest itself to individuals in isolated areas, there never seems to be a UFO flying over downtown Manhattan, or the City Of London.
But what if aliens have no physical form at all? They could be here and we simply don't know.
The fact remains, unexplainable things do happen - they always have and always will, and witnesses will always want, and indeed need, an explanation because unexplained occurrences make humans nervous, so a simple reason, however nonsensical, is always preferable.