i've actually long been swayed by the hypothesis that religion, as we understand it, is basically an elaborately distorted ufo cult. these stories of contacts with ancient beings in the sky may have an empirical basis, if you allow for contact with extra-terrestrial life. well, it's a naturalistic explanation, is it not? the sky is at the core of so much religion...
i don't claim to be able to rigorously demonstrate this, but i think it's probably actually true, nonetheless. it's kind of unfalsifiable, right? but that doesn't necessarily mean it's wrong - i'm post-godel, i'm sorry, it really doesn't. errr. bzzzztt. wrong.
it's certainly less convincing if it's unfalsifiable, i'll grant you that - it's not science. it's speculation. but, it might be science one day.
so, i don't find claims of entities in the sky to be particularly absurd or hard to believe - they've happened all throughout history, have they not?