I guess the same logic can apply to CIA, NSA, DARPA, etc.
But you can take solace in the fact that most government organizations are pretty inept. It used to be common understanding that the military/intelligence apparatus had a 20-year head start on private industry, but I don't believe that's been true for a while now. The internet made knowledge sharing too open for it to be feasible to keep cutting edge research cloaked in secrecy.
For the same reason, I don't believe the US military has some kind of anti-gravity UAP propulsion. It just strains incredulity too much.