I think we as people are predisposed to believing that unexplained phenomena are the actions of some sort of agent. Humans that more often associated rustling in the grass with a predator had a better shot at sharing their genes than ones that didn't (even if this belief is often irrational considering the circumstance.)

Across humanity, most cultures historically ascribed natural phenomena to agents; wind, fire, lightning, floods are caused by agents (either animal, spiritual, ancestral, or personal.) It makes sense then that if I see unexplained behavior in the sky, and I've been introduced to the idea of UFOs, I may be predisposed to believing that the unexplained behavior is the intentional acts of extraterrestrial actors.

I think most people can be perfectly rational in most aspects of their lives, but for certain beliefs and behaviors (the social, sexuality, and identifying agency) there's likely always going to be a degree of innate irrationality.

Well you believed that story.