I like the "what the heck" moments that come with UFOs. When your looking up at the night sky, and we've all done it, and you see something you can't readily explain. You mind shifts into overdrive. It attempts to dissect what it sees, create a framework to explain it, so that it can rest at ease. Its a variant of the flight or fight sequence that keeps creatures alive. The mind must understand what it sees, or the body must fight it or flee from it.
The UFO encapsulates that. You can't fight it, not readily. Running is an option, but form what? Its in the understanding that give you that moment of control, that might keep you from taking the unnecessary risk involved with fleeing. Its what the deer does when it sees the headlights of an oncoming car.
Fight it? Flee? But what is it?
Of course the "what is it" is the dangerous part. If you take too long to figure it out, like the deer, it might be too late.
Of course the UFO is deeper than that. It touches on some part of us that fires our imagination. We know instinctively that any aliens coming our way are probably not doing so out of kindness, but still we harbor some hope that it will be otherwise. Some greater knowledge or wisdom, lies beyond the horizon.
Of course, if history is any teacher . . . .