This is why I have some sympathy for the exopolitics types, even though, as with people who believe in God, I think they have it wrong. They look around and see a world where in most countries religion goes hand in hand with political power, none more so in the democratic world than in the supposedly secular American republic (somewhere Thomas Jefferson is spinning in his grave). And yet they sit at the fringes of polite society, despite the fact that they can make a stronger case for their belief system than the religious people can.
While I think UFOs are undeniably real -- I'd go so far as to claim they show every sign of being physical and indicative of some form of intelligence -- I don't profess to know where they're from. They could very well be extraterrestrial craft or even components of an immersive virtual reality that's coexisted with us for millennia (whether ET or indigenous).
My religious agnosticism is more nuanced. I don't dismiss the possibility of some kind of cosmological creative intelligence, but I do dismiss the God of the Christian tradition, making me (according to some definitions) an "atheist." I consider the God of the Old Testament an obvious literary device, a fabrication that might once have wielded some positive cultural influence (although even a passing glance at the bloodshed chronicled in the Bible is enough to shake one's certainty).
There's a tired quip that those interested in UFOs draw their enthusiasm from an unacknowledged need to experience the numinous without the antiquated baggage of conventional religion. To be sure, it would be amazing to learn that we're being visited by beings from elsewhere; then again, the Cosmos is certainly awe-inspiring enough without the need for interlopers, regardless how sophisticated. While this is abundantly evident in the case of various cults that exist on the margins of ufology -- notably the Raelians, Heaven's Gate and perhaps even the devoutly "expolitical" -- it fails more often than not. I suspect even ufologists who approach the subject burdened with misconceptions usually owe their interest to simple curiosity rather than an attempt to slake some existential thirst.