While fun to speculate on, the flaw in your reasoning is in assuming there is a "They".
While the UFO Phenomenon is a real Phenomenon, the phenomenon does not necessarily equate to being the product of any technologically advanced
As it stands, UFOs fit quite well within the category of UNKNOWN.
UNKNOWN doesn't rule out ET, but, it also doesn't rule out any likelihood for attribution to natural phenomenon.
Further,, the majority of 'legitimate' UFOs sighted and reported are misidentification, and/or observation of unidentified man-made terrestrial
aircraft. It's not uncommon for people to mistake Venus, Jupiter, or Spica for a UFO, and it's quite common for folks to also misidentify Chinese
Sky Lanterns, as well as mylar balloons, and even Lenticular Cloud formations and other meteorological phenomenon.
We've also people making legitimate claim that are victims of hoaxing from LED balloons, LED Kites, quad copters, solar balloons and other such.
Additionally, we've many folk entirely unschooled in satellites where satellites are mistaken for UFOs, especially when their solar panels flare in
catching sunlight at an angle, as well as the illusion caused when they "cloak", or disappear as a result of falling into Earth's shadow.
Even where there's an entirely legitimate UNKNOWN that doesn't fit with the typical misidentification pattern, such does not, as stated previously,
translate into a "They", or aliens.
It's simply, until proven otherwise, an UNKNOWN, until sufficient data is in place to give proper identification.
Thus, it's advisable to be careful in giving a "They" attribution as it applies to UFOs in inference that UFOs are under intelligent control.
As before, UNKOWN doesn't rule out intelligent control, but, it also includes any number of other attributions, including natural phenomenon.