Exactly. That Unidentified Flying Objects exist is apparently beyond question. But until they're identified, that's all they are.
Of course, there are also probabilities and likelihoods to consider. I'm not particularly agnostic about the existence of, say, Santa Claus or the Easter Bunny, and see no reason to be any less skeptical about God/gods, angels, demons, ghosts, vampires, leprechauns, Heaven, Hell, and other supernatural things and places. Though I'm open to proof on any of them.