Specifically, UFO's are real, they are unidentified flying objects, that's all. Did you mean people don't seem to want "Aliens" to be real? well i think it's always best to be a skeptic in this regard. It's the least likely answer in my opinion. Even with Roswell, Phoenix Lights, Foo Fighters in World War 2 and Tic-Tac 2004, we don't really have the specific answers. Although there have been books written about Roswell from people like Phillip Corso who seem to have enormous credibility. Apparently the writer actually polished up the story, so the memoirs are different to the actual book in some aspects.
It's such a fuzzy area of study that it's a cluster of confusion and often a pain to study. Lots of lights in the sky and so forth at a distance, that's it. It means nothing other than a UFO, could be anything.
Why can't we get more videos like these two i found recently. At least they look sorta close up, etc...
video1: Mexico 2003
https://www.youtube.com/watch?v=Yf3-T0zMQp0
Video 2: Mexico 2004