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As many people have noted, the decline of religion in mainstream society has left a lot of people with a yearning for something like religion. Some people channel that into politics, some into sports, and some into esoteric new-age beliefs like the idea that UFOs are faeries. Or, sure, maybe the relics of some ancient civilization that developed AI and then went extinct, leaving their robot-ufos to forever roam the Earth without a purpose.
I'm not a believer but I'm open-minded. I've never been fully convinced by any of the arguments against UFOs-as-aliens. I certainly don't buy the idea that the government has some sort of decades-long project that makes super-advanced aircraft which seem to defy physics, and has also kept it hidden all these years. They're just not that competent. We know about all their high-tech research projects, because those projects involve a huge amount of money and people working on them.
One theory I do like is that it's the opposite- it's a conspiracy by the air force to cover up their own lack of knowledge. They see all these bizarre events, they've tried to research it, and just never come to a satisfying conclusion. It looks really bad for the air force to admit "weird shit is happening in our skies, and we have no idea what it is or how to stop it." Of course the "weird shit" might just be odd aerial phenomenon like ball lightning. Or it might not be. it could also be that all the pilots are just going crazy from too much time staring at clouds, and starting to hallucinate things that aren't there, but that looks even worse for the air force to admit.
Anyway, it's clear that a large number of people really want to believe in aliens, thanks to science fiction and a lack of religious meaning in their life. But there's also a large number that really want to not believe, because it makes them feel comfortable and secure in their worldview of scientific certainty. It's hard to find people that can actually investigate this in a rigorous, open-minded yet skeptical way.
I want to believe in aliens because an intelligent non-human civilization would be a treasure trove of philosophical data. What are they like? Is their conscious experience anything like ours (vision, touch, taste, etc), or is it totally different? Do they have art? Do they have a concept of good and evil? Do they have math? Is it isomorphic to our math, or is it built from different concepts? Are they a collective hivemind, do they have a concept of individual rights? Do they have conflict, do they have war? Do they care to ask any of these questions about us, or are they not interested?
I don't need any more meaning. My life is more meaningful than I know what to do with already, if anything I suffer from too much meaning. I just think aliens would be cool, is all.
So, do you believe in them? or, to put it another way, what would you guess is the probability that aliens exist? Bearing in mind your bias that you want them to exist.
In terms of intelligent aliens who have actually visited this planet (as opposed to say, alien bacteria existing literally anywhere else in the universe)? It's not that likely. But unlike the staunch skeptics, I don't think the probability is 0 either. The US government has acted quite shady about the whole thing over the decades, and congressmen have claimed to have seen enough shocking things in classified briefings that I think it's worthwhile to dig deeper and get more of this classified information (and we know for a fact that this information exists, even if we don't know its actual contents) out to the public.
The US government acts shady about lots of things. If looking into something would expose classified projects that have nothing to do with space aliens, their reaction is going to look an awful lot like someone acting shady about space aliens.
An extremely funny but prosaic explanation for a lot of this stuff is that the government just keeps lying about aliens to conceal their totally mundane projects and occasionally people within the government get fooled and the story gets out of hand and it's embarrassing to admit how much you lied/got fooled, so...
An even funnier and scarier version of this is that this and the "aliens are real and can hurt you" theories are true and the people who know about the aliens actually prefer alien stories to circulate anyway since it's helpful for people to peel back the layer and find that the "real" story is that the aliens are just a cover for the next stealth bomber or whatever.
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