or go see the UFO thread for others
Yes, let's keep all of those things in the existing moderated thread where they belong. We don't need to bring the blimp discussion here when it's already going on elsewhere.
How can knowledge advance with stuff like that?
With evidence. Right now, there's no evidence for extra-terrestrial craft visiting us. There are some unexplained sightings of things in the sky. Many of those sightings have been determined to be things like reflections, hoaxes, aircraft, trash, etc. None have been confirmed to be anything paranormal.
If one of those things leaves behind something that provides actual evidence - say, an alien body or a ray gun or even the craft itself - then we can use that extraordinary evidence to start making actual claims about what the UFOs might be in the same way we have for the ones that turned out to be something mundane.
At that point, we would be able to say "Hey, this one that turned out to be a bioluminescent pterodactyl from the future had certain characteristics. Do any unexplained UFO sightings seem to match that?" And maybe some do, and this becomes a possible explanation for those cases. There will be other cases that don't match, and we still won't know if those are aliens or helicopters or hoaxes. Finding that pterodactyl won't be proof for aliens though, so it will still make sense to assume that "aliens" isn't the answer for the remaining cases unless some evidence of aliens shows up.