"You can't photograph them"
It depends on what you mean by 'them'. It is clear that many people have photographed the distant light down the road. It is also evident from what I have read that no one has step forward with a credible picture of a close encounter photo.
"Scientists can't explain them"
This is a complicated issue because there may be more than one kind of 'light' now seen in this area. The distant car lights, assuming there is actually a clear line-of-sight to Route 66, plus known refraction effects are more than enough to explain many of the sightings. The only catch is the historical sightings prior to 1900...if they are indeed true. The ones in which the light moves down the road and chases cars is more difficult to understand unless witnesses are imagining it all, or suffering from any of a number of visual acuity and recognition problems known to pilots. Stationary point lights can seem to move and do all sorts of things under dark conditions.
"There are many scientific theories that have been looked at"
This is a popular myth, because there are no names attributed to any of the ideas, so you cannot tell if a scientist really proposed it or someone reading a lot of comic books and watching Star Trek reruns. This is a common line you see over and over. In a few instances, technically trained individuals have looked into the Lights, but they are never quoted so again we don't really know what they actually said; only what people with possible ulterior motives claim has been said.
Copyright (C) 2001
Dr. Sten Odenwald