UFOs are used by a variety of sources. Mainly the media for the purpose of ratings. Roswell uses them to make money in the form of tourism. Other outlets use them to sell merchandise such as coffee mugs, t-shirts, toys, movies and video games. Covert organizations use them too, usually when they want to confuse someone looking for some of their technology, such as a foreign power. They also confuse their own employees working on parts for various different secret technologies. It's compartmentalized so the people building parts for one thing or another don't know what the parts for, but being human they still want to try and figure it out. Saying it's alien technology just throws them off track.
It's big business these days, but used for a variety of reason by a variety of entities.