Because there is no hard evidence of the same caliber as the other evidence astronomers have accumulated over the years in their investigation of other phenomena in the universe. UFOs exist. Everyone has seen something in the sky that was temporarily unidentifiable. Many people have been able to move some of these temporarily unidentifiable objects into the identifiable category by matching them up with the Moon, planets or unusual atmospheric phenomena. But there is no evidence that any of the UFOs are spaceships from other planets in the Milky Way.
There is so much that rides on the proof that some UFOs are visitors from other stars, that we MUST demand the highest quality proof from those that claim to have evidence. I am sorry to have to say this, but humans are the worst possible witnesses for crimes and for natural phenomena. We bring many different kinds of prejudices and perceptual aberrations into EVERY observation we make. It takes careful training to really see something clearly as ANY artist will tell you. I am not impressed by anecdotal evidence. The business of the crop circles in the English countryside is a case in point. For 15 years two individuals have been making them. They stepped forward last year, but still a whole lot of people deny that they were a hoax because 1) they have too much of their emotional being invested in the reality of these things and 2) they have hidden commercial agendas for profiting from others gullibility.