Even more extraordinary to claim they are extra-dimensional. Extra dimensions are believed to be tiny curled up things that to enter one would have to be sub-atomic in size.
Simplest answer is they have always been here. And are as much a native species as we are.
Nah. I don't mean the modern idea of dimensions as invented by purveyors of quantum physics.
Perhaps I should use 'other realms' instead. Things arriving or departing through portals to other realms - Again, historical testimony across centuries and vast geography lends the idea weight.
The other thing that is an interesting observation is that the the technology demonstrated - while beyond our own - seems tied to us:
in the 50's, UFOs looked like two hubcaps glued together. across some years, they started to resemble something from the Jetsons. Sometime more recently, the technology seems to have turned more triangular... Delta wing... And now we have tictacs.
Now, bear in mind, none of that is perfect. I am looking at the broad trends. But since they always present as technology well past anything here at the time, yet follow our tech capability in some fashion though time, I would submit that the historic explanation seems the most likely to apply: Knowledge from another realm working with the capabilities available here to perform some purpose.
It's the same old thing, through the breadth of history: Beware of beings 'from the sky' bearing gifts.