Well, strictly speaking, secret military aircrafts are also UFOs since they are not identified.
We also can see
unidentified submerged object (
USO) as well.
I'll also add that even if the Universe is seemingly infinite (yet still expanding which makes me question the mathematics behind it since infinity is supposedly the absolute limit therefore it couldn't expand but physics are not necessarily following the same rules in a quantum way).
Even matter itself is not the most common thing in the Universe and carbon based life needed a specific mix of elements which happened to exist in our planet during a specific moment. If our air was different we may have never existed.
And finally
intelligent life that could build tools to allow to go to space is also uncommon, we never witnessed any other species who used complex tools like the hominids which led to us on this planet despite the vast amount of different ones.
Maybe there's a non-0 percent chance that there's another area of the Universe with matter, life and intelligence existing but there's also a non-0 percent chance that we are actually an anomaly, an unexpected factor in the grand scheme of things.
PS: Also Fermi's paradox exists for a good reason, perhaps it's the best idea to not try anything.
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