There are some (relatively obvious) flaws in your argument. No one said they "know" anything. If "Unidentified" doesn't explain that sufficiently, I'm not sure I can do much better.
When an object that was obviously not created by humans, yet requires intelligence to create, then logically one might assume it is from some other intelligent species. Being there are no other tool-using species of sufficient intelligence and technology to create mechanical objects living in this planet, that we know of - I'll give you that a lack of definitive evidence that species like mermaids exist is not grounds for assuming they don't - we must then assume that the species is not of Earth. If that is, in fact, the case, then they are , by definition, space aliens. If that is not the case, we must ask what other explanation exists. Time-travelling humans? Interdimensional beings?
Your argument that it is illogical to assume something is not alien is as just as illogical, because you are positing that you don't know what a thing is but it CAN'T be aliens.
Scientific progress is based on the idea that we offer a made up answer to questions we don't know, then work to disprove it. If there are aerial vehicles that are not made by humans, the hypothesis must be they are made by some other race. we start there and then work to disprove that hypothesis, or eliminate all other possibilities until that is the last remaining.