What if a Government spokesperson confessed that there were alien crafts flying around etc etc, but that no one knows anything about them? The people would demand that the Govn find out. Obviously, our leaders are as much in the dark as the rest of the population.
A leader could lose an election by not being able to deal with this issue or a head of a govn department could be asked to resign etc etc.
Better to just pretend UFO's don't exist and then they don't interfere with the mundane matters of everyday existence.