I knew a fellow almost thirty years ago who believed that UFOs were demons. Otherwise, he was a pretty sensible guy.
If one believes that there is a cosmological war between good and bad, demons make more sense...IF we can vilify aliens for our problems. (Oh wait..we do!)
One time, around 15 years ago, I, being sober minded and under the influence of nothing other than post charismatic camp meeting hype, clearly heard several voices coming out of a guy in my living room, while others prayed over him. To this day, everyone involved has questioned the story yet found no other evidence for the source of those voices. Naturally, we want the demon hypothesis to fit, but in all honesty, no other explanation seems plausible. The voices were quite literally out of this world. My hair actually stood on end (on my arms) while the phenomenon was happening. Thats why I am not going to totally dismiss the possibility that otherworldly phenomena exist.